+211.1%
INTU vs XRT
+123.1%
+88.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -2.9% |
| 7D | -7.5% | -0.3% | -7.3% | -7.4% |
| 30D | -1.9% | -5.6% | +3.7% | +1.3% |
| 3M | +4.9% | +2.5% | +2.3% | +3.3% |
| 6M | -33.2% | +3.7% | -36.9% | -35.0% |
| YTD | -51.4% | +1.0% | -52.4% | -52.0% |
| 1Y | -52.0% | -1.2% | -50.8% | -52.1% |
| 3Y | -40.7% | +43.4% | -84.1% | -53.7% |
| 5Y | -41.7% | -0.7% | -41.0% | -45.0% |
| 10Y | +211.1% | +123.7% | +87.4% | +56.7% |
| All | +211.1% | +123.1% | +88.0% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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