-40.1%
INTU vs XLU
+47.0%
-87.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | -3.3% | -1.6% | -1.7% | -3.4% |
| 30D | -3.9% | -3.3% | -0.6% | -3.9% |
| 3M | +16.6% | -3.2% | +19.8% | +16.7% |
| 6M | -26.4% | -7.0% | -19.5% | -26.2% |
| YTD | -51.0% | +0.6% | -51.6% | -51.7% |
| 1Y | -50.8% | +2.4% | -53.2% | -51.8% |
| 3Y | -40.1% | +46.3% | -86.3% | -47.0% |
| All | -40.1% | +47.0% | -87.1% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling