-47.7%
INTU vs XYZ
+24.9%
-72.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.0% |
| 7D | -4.1% | -2.1% | -2.0% | -3.5% |
| 30D | +12.8% | +7.0% | +5.8% | +8.8% |
| 3M | +2.1% | +5.1% | -3.0% | -0.9% |
| 6M | -11.5% | +14.1% | -25.5% | -17.2% |
| YTD | -47.9% | +26.4% | -74.3% | -53.3% |
| 1Y | -47.7% | +25.1% | -72.7% | -53.0% |
| All | -47.7% | +24.9% | -72.6% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling