+235.2%
INTU vs XLP
+135.7%
+99.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -4.1% | -0.2% | -3.9% | -3.9% |
| 30D | +12.8% | +8.2% | +4.7% | +5.0% |
| 3M | +2.1% | +7.7% | -5.6% | -4.4% |
| 6M | -11.5% | +9.3% | -20.8% | -18.0% |
| YTD | -47.9% | +19.5% | -67.4% | -56.5% |
| 1Y | -47.7% | +21.0% | -68.7% | -56.9% |
| 3Y | -34.0% | +43.2% | -77.2% | -55.4% |
| 5Y | -43.5% | +42.7% | -86.2% | -61.4% |
| All | +235.2% | +135.7% | +99.5% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling