+217.8%
INTU vs XLU
+140.5%
+77.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | -3.3% | -1.6% | -1.7% | -2.5% |
| 30D | -3.9% | -3.3% | -0.6% | -2.2% |
| 3M | +16.6% | -3.2% | +19.8% | +18.5% |
| 6M | -26.4% | -7.0% | -19.5% | -24.3% |
| YTD | -51.0% | +0.6% | -51.6% | -52.4% |
| 1Y | -50.8% | +2.4% | -53.2% | -52.8% |
| 3Y | -40.1% | +46.3% | -86.3% | -56.1% |
| 5Y | -41.2% | +44.0% | -85.2% | -56.4% |
| All | +217.8% | +140.5% | +77.3% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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