+629.5%
INTU vs XYL
+449.8%
+179.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.3% | -2.4% |
| 7D | -7.1% | -5.0% | -2.0% | -4.7% |
| 30D | +1.5% | -13.2% | +14.7% | +8.5% |
| 3M | +10.7% | -3.7% | +14.4% | +12.4% |
| 6M | -23.8% | -17.7% | -6.2% | -17.5% |
| YTD | -49.3% | -21.5% | -27.8% | -44.0% |
| 1Y | -49.7% | -24.5% | -25.2% | -43.4% |
| 3Y | -38.0% | +6.9% | -45.0% | -43.1% |
| 5Y | -38.7% | -18.1% | -20.7% | -36.9% |
| 10Y | +221.3% | +134.7% | +86.6% | +100.8% |
| All | +629.5% | +449.8% | +179.7% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling