+233.5%
INTU vs XYL
+104.0%
+129.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.6% |
| 7D | -3.9% | -5.9% | +2.0% | -1.0% |
| 30D | +12.0% | -7.3% | +19.3% | +15.6% |
| 3M | +2.3% | -22.5% | +24.8% | +15.5% |
| 6M | -12.1% | -14.4% | +2.3% | -6.2% |
| YTD | -47.5% | -29.4% | -18.2% | -38.9% |
| 1Y | -46.9% | -35.6% | -11.3% | -34.9% |
| 3Y | -33.5% | +0.3% | -33.7% | -38.5% |
| 5Y | -41.2% | -22.3% | -18.9% | -38.9% |
| 10Y | +233.5% | +103.2% | +130.3% | +123.4% |
| All | +233.5% | +104.0% | +129.5% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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