+3,345.9%
INTU vs XLP
+523.7%
+2,822.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.7% |
| 7D | -7.1% | -1.0% | -6.1% | -6.2% |
| 30D | +1.5% | -0.9% | +2.3% | +2.4% |
| 3M | +10.7% | +3.8% | +6.8% | +7.4% |
| 6M | -23.8% | -1.7% | -22.1% | -22.8% |
| YTD | -49.3% | +10.3% | -59.6% | -54.1% |
| 1Y | -49.7% | +7.8% | -57.5% | -53.6% |
| 3Y | -38.0% | +27.2% | -65.2% | -51.6% |
| 5Y | -38.7% | +32.5% | -71.3% | -53.4% |
| 10Y | +221.3% | +101.8% | +119.5% | +69.3% |
| All | +3,345.9% | +523.7% | +2,822.2% | +726.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling