+277.3%
INTU vs XLRE
+111.8%
+165.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.1% | -4.1% |
| 7D | -7.5% | -0.3% | -7.2% | -7.3% |
| 30D | -1.9% | -2.4% | +0.5% | -0.1% |
| 3M | +4.9% | +0.6% | +4.3% | +4.6% |
| 6M | -33.2% | +3.9% | -37.2% | -35.6% |
| YTD | -51.4% | +10.5% | -61.9% | -55.6% |
| 1Y | -52.0% | +8.4% | -60.4% | -55.5% |
| 3Y | -40.7% | +32.8% | -73.5% | -54.6% |
| 5Y | -41.7% | +7.0% | -48.8% | -46.0% |
| 10Y | +211.1% | +83.8% | +127.3% | +92.1% |
| All | +277.3% | +111.8% | +165.5% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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