-40.7%
INTU vs XYL
+18.1%
-58.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.9% |
| 7D | -7.5% | +1.8% | -9.3% | -8.0% |
| 30D | -1.9% | -9.2% | +7.3% | +0.6% |
| 3M | +4.9% | -0.3% | +5.1% | +4.9% |
| 6M | -33.2% | -11.0% | -22.3% | -31.4% |
| YTD | -51.4% | -19.2% | -32.2% | -48.4% |
| 1Y | -52.0% | -21.2% | -30.8% | -48.6% |
| 3Y | -40.7% | +18.6% | -59.3% | -51.1% |
| All | -40.7% | +18.1% | -58.8% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling