+1,269.6%
INTU vs XME
+184.7%
+1,084.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.4% | -2.6% |
| 7D | -3.9% | +0.9% | -4.9% | -4.4% |
| 30D | +11.7% | -7.3% | +19.0% | +13.8% |
| 3M | +4.5% | -14.8% | +19.2% | +8.6% |
| 6M | -13.9% | -18.4% | +4.5% | -10.5% |
| YTD | -48.2% | -4.7% | -43.6% | -49.7% |
| 1Y | -47.1% | +5.7% | -52.8% | -50.4% |
| 3Y | -32.5% | +104.0% | -136.5% | -50.1% |
| 5Y | -42.6% | +122.4% | -165.0% | -59.0% |
| 10Y | +235.3% | +285.4% | -50.1% | +87.9% |
| All | +1,269.6% | +184.7% | +1,084.9% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling