-40.0%
INTU vs XLP
+43.0%
-82.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.1% |
| 7D | +7.1% | +3.5% | +3.7% | +4.3% |
| 30D | +23.0% | +11.6% | +11.5% | +13.2% |
| 3M | +8.7% | +7.6% | +1.1% | +2.9% |
| 6M | -10.1% | +10.0% | -20.1% | -15.9% |
| YTD | -45.7% | +19.7% | -65.4% | -53.3% |
| 1Y | -45.1% | +23.5% | -68.5% | -54.1% |
| 3Y | -26.9% | +44.0% | -70.9% | -49.9% |
| 5Y | -40.0% | +42.7% | -82.6% | -56.2% |
| All | -40.0% | +43.0% | -82.9% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling