+236.7%
INTU vs XYL
+100.4%
+136.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.1% | -3.7% | +3.8% | +1.9% |
| 30D | +10.1% | -8.3% | +18.4% | +14.3% |
| 3M | -4.2% | -21.4% | +17.2% | +7.4% |
| 6M | -7.2% | -12.9% | +5.7% | -1.9% |
| YTD | -47.7% | -30.1% | -17.6% | -38.7% |
| 1Y | -46.7% | -35.2% | -11.5% | -35.0% |
| 3Y | -34.1% | -0.8% | -33.3% | -38.8% |
| 5Y | -43.3% | -23.2% | -20.0% | -40.7% |
| All | +236.7% | +100.4% | +136.3% | +127.1% |
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