-46.9%
INTU vs XYL
-36.1%
-10.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | -3.9% | -5.9% | +2.0% | -3.0% |
| 30D | +12.0% | -7.3% | +19.3% | +13.2% |
| 3M | +2.3% | -22.5% | +24.8% | +3.7% |
| 6M | -12.1% | -14.4% | +2.3% | -9.5% |
| YTD | -47.5% | -29.4% | -18.2% | -45.0% |
| 1Y | -46.9% | -35.6% | -11.3% | -42.1% |
| All | -46.9% | -36.1% | -10.8% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling