-42.6%
INTU vs XYZ
-69.0%
+26.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -8.5% | -3.7% | -4.7% | -7.3% |
| 30D | -6.1% | +0.5% | -6.7% | -6.3% |
| 3M | +7.3% | +16.3% | -8.9% | +1.9% |
| 6M | -33.2% | +21.1% | -54.4% | -37.5% |
| YTD | -52.2% | +22.0% | -74.1% | -55.5% |
| 1Y | -52.7% | +5.2% | -57.8% | -54.3% |
| 3Y | -41.6% | +49.6% | -91.2% | -54.0% |
| 5Y | -42.6% | -68.4% | +25.8% | -31.2% |
| All | -42.6% | -69.0% | +26.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling