+236.7%
INTU vs XYZ
+597.9%
-361.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.5% |
| 7D | +0.1% | -1.1% | +1.1% | +0.3% |
| 30D | +10.1% | +11.5% | -1.4% | +5.8% |
| 3M | -4.2% | +1.8% | -6.0% | -5.3% |
| 6M | -7.2% | +21.2% | -28.4% | -13.4% |
| YTD | -47.7% | +29.9% | -77.6% | -52.6% |
| 1Y | -46.7% | +35.8% | -82.5% | -52.6% |
| 3Y | -34.1% | +62.6% | -96.7% | -48.9% |
| 5Y | -43.3% | -62.8% | +19.5% | -35.9% |
| All | +236.7% | +597.9% | -361.1% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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