-34.1%
INTU vs XRT
+58.7%
-92.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.1% | +1.7% | -1.7% | -0.8% |
| 30D | +10.1% | +7.5% | +2.6% | +6.6% |
| 3M | -4.2% | +2.2% | -6.4% | -5.2% |
| 6M | -7.2% | +14.7% | -21.9% | -12.6% |
| YTD | -47.7% | +7.5% | -55.2% | -49.4% |
| 1Y | -46.7% | +14.1% | -60.8% | -49.8% |
| 3Y | -34.1% | +58.8% | -92.8% | -46.6% |
| All | -34.1% | +58.7% | -92.7% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling