+1,240.9%
INTU vs XME
+242.3%
+998.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -7.1% | -0.1% | -7.0% | -7.1% |
| 30D | +1.5% | +6.0% | -4.5% | -0.6% |
| 3M | +10.7% | -7.7% | +18.4% | +12.3% |
| 6M | -23.8% | +1.0% | -24.8% | -25.9% |
| YTD | -49.3% | +14.6% | -63.9% | -53.1% |
| 1Y | -49.7% | +46.0% | -95.6% | -57.3% |
| 3Y | -38.0% | +127.0% | -165.0% | -55.3% |
| 5Y | -38.7% | +175.8% | -214.5% | -58.9% |
| 10Y | +221.3% | +414.6% | -193.3% | +65.6% |
| All | +1,240.9% | +242.3% | +998.6% | +532.6% |
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