+236.7%
INTU vs XME
+260.6%
-23.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +0.1% | +0.3% | -0.3% | -0.1% |
| 30D | +10.1% | -6.1% | +16.2% | +11.7% |
| 3M | -4.2% | -18.6% | +14.4% | +1.3% |
| 6M | -7.2% | -23.9% | +16.7% | -1.0% |
| YTD | -47.7% | -9.3% | -38.3% | -48.8% |
| 1Y | -46.7% | +1.8% | -48.5% | -50.3% |
| 3Y | -34.1% | +93.0% | -127.1% | -54.2% |
| 5Y | -43.3% | +107.0% | -150.3% | -62.1% |
| All | +236.7% | +260.6% | -23.8% | +53.7% |
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