-40.7%
INTU vs XYZ
+43.0%
-83.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.2% |
| 7D | -7.5% | +2.9% | -10.4% | -8.3% |
| 30D | -1.9% | +1.4% | -3.3% | -2.4% |
| 3M | +4.9% | +14.6% | -9.7% | +0.7% |
| 6M | -33.2% | +20.8% | -54.0% | -36.8% |
| YTD | -51.4% | +23.1% | -74.5% | -54.4% |
| 1Y | -52.0% | +5.6% | -57.6% | -53.5% |
| 3Y | -40.7% | +50.9% | -91.6% | -49.4% |
| All | -40.7% | +43.0% | -83.7% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling