-32.5%
INTU vs XYL
+5.6%
-38.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.4% |
| 7D | -3.9% | +2.1% | -6.0% | -4.5% |
| 30D | +11.7% | -3.4% | +15.1% | +12.5% |
| 3M | +4.5% | -17.2% | +21.7% | +9.3% |
| 6M | -13.9% | -12.0% | -1.8% | -11.2% |
| YTD | -48.2% | -26.3% | -21.9% | -44.0% |
| 1Y | -47.1% | -33.5% | -13.7% | -40.6% |
| 3Y | -32.5% | +6.4% | -38.9% | -43.3% |
| All | -32.5% | +5.6% | -38.1% | -43.3% |
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