+209.1%
INTU vs XME
+426.6%
-217.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.8% |
| 7D | -9.2% | -3.0% | -6.1% | -8.3% |
| 30D | -7.0% | -2.6% | -4.4% | -6.6% |
| 3M | +10.5% | +2.2% | +8.4% | +8.6% |
| 6M | -30.6% | +0.7% | -31.3% | -32.5% |
| YTD | -52.3% | +10.9% | -63.3% | -55.9% |
| 1Y | -51.8% | +35.7% | -87.5% | -59.3% |
| 3Y | -41.8% | +127.1% | -169.0% | -61.0% |
| 5Y | -42.8% | +168.5% | -211.3% | -64.5% |
| All | +209.1% | +426.6% | -217.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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