+3,345.9%
INTU vs XLU
+633.0%
+2,712.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -7.1% | +0.8% | -7.9% | -7.5% |
| 30D | +1.5% | -1.3% | +2.8% | +2.1% |
| 3M | +10.7% | -1.3% | +12.0% | +11.2% |
| 6M | -23.8% | -7.6% | -16.2% | -21.4% |
| YTD | -49.3% | +2.3% | -51.6% | -50.9% |
| 1Y | -49.7% | +5.8% | -55.4% | -52.3% |
| 3Y | -38.0% | +50.5% | -88.5% | -53.2% |
| 5Y | -38.7% | +44.1% | -82.9% | -52.5% |
| 10Y | +221.3% | +138.2% | +83.1% | +85.7% |
| All | +3,345.9% | +633.0% | +2,712.9% | +1,030.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling