-41.7%
INTU vs XME
+179.6%
-221.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.3% | -4.5% |
| 7D | -7.5% | +3.6% | -11.1% | -8.5% |
| 30D | -1.9% | +3.6% | -5.6% | -3.2% |
| 3M | +4.9% | +1.2% | +3.6% | +3.9% |
| 6M | -33.2% | +9.0% | -42.3% | -36.5% |
| YTD | -51.4% | +15.9% | -67.3% | -55.7% |
| 1Y | -52.0% | +43.2% | -95.2% | -60.5% |
| 3Y | -40.7% | +137.4% | -178.1% | -62.8% |
| 5Y | -41.7% | +185.0% | -226.8% | -64.9% |
| All | -41.7% | +179.6% | -221.4% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling