+1,240.9%
INTU vs XRT
+514.3%
+726.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -4.0% |
| 7D | -7.1% | +0.8% | -7.9% | -7.5% |
| 30D | +1.5% | -4.2% | +5.6% | +4.0% |
| 3M | +10.7% | +5.1% | +5.6% | +7.4% |
| 6M | -23.8% | +2.4% | -26.3% | -25.5% |
| YTD | -49.3% | +3.2% | -52.5% | -50.7% |
| 1Y | -49.7% | +1.5% | -51.2% | -50.7% |
| 3Y | -38.0% | +40.6% | -78.6% | -51.2% |
| 5Y | -38.7% | -1.0% | -37.7% | -41.2% |
| 10Y | +221.3% | +128.4% | +92.9% | +69.8% |
| All | +1,240.9% | +514.3% | +726.6% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling