+1,287.4%
INTU vs XME
+180.8%
+1,106.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.4% |
| 7D | -3.9% | +1.5% | -5.4% | -4.5% |
| 30D | +12.0% | -7.3% | +19.2% | +14.0% |
| 3M | +2.3% | -17.4% | +19.7% | +7.4% |
| 6M | -12.1% | -21.8% | +9.7% | -7.4% |
| YTD | -47.5% | -6.0% | -41.6% | -48.8% |
| 1Y | -46.9% | +3.8% | -50.7% | -49.9% |
| 3Y | -33.5% | +100.0% | -133.5% | -50.5% |
| 5Y | -41.2% | +116.1% | -157.3% | -57.7% |
| 10Y | +233.5% | +280.6% | -47.1% | +87.6% |
| All | +1,287.4% | +180.8% | +1,106.6% | +590.4% |
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