-51.8%
INTU vs XYZ
+4.3%
-56.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -9.2% | -5.2% | -4.0% | -7.1% |
| 30D | -7.0% | 0.0% | -7.0% | -7.1% |
| 3M | +10.5% | +18.7% | -8.1% | +2.8% |
| 6M | -30.6% | +20.5% | -51.1% | -35.5% |
| YTD | -52.3% | +21.5% | -73.8% | -56.1% |
| 1Y | -51.8% | +7.2% | -59.0% | -54.4% |
| All | -51.8% | +4.3% | -56.1% | -54.4% |
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