+211.0%
INTU vs XYL
+140.7%
+70.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | -8.5% | +0.8% | -9.3% | -8.9% |
| 30D | -6.1% | -10.8% | +4.7% | -0.6% |
| 3M | +7.3% | -2.5% | +9.9% | +8.3% |
| 6M | -33.2% | -12.2% | -21.0% | -29.7% |
| YTD | -52.2% | -20.1% | -32.1% | -47.3% |
| 1Y | -52.7% | -20.6% | -32.0% | -47.8% |
| 3Y | -41.6% | +17.3% | -58.9% | -50.0% |
| 5Y | -42.6% | -14.5% | -28.2% | -42.8% |
| 10Y | +211.0% | +150.2% | +60.8% | +87.4% |
| All | +211.0% | +140.7% | +70.3% | +87.4% |
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