+272.9%
INTU vs XYZ
+638.9%
-366.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | -7.1% | -1.0% | -6.1% | -6.9% |
| 30D | +1.5% | -1.7% | +3.2% | +1.9% |
| 3M | +10.7% | +16.7% | -6.1% | +5.2% |
| 6M | -23.8% | +26.9% | -50.7% | -29.5% |
| YTD | -49.3% | +27.1% | -76.5% | -53.3% |
| 1Y | -49.7% | +9.3% | -58.9% | -51.8% |
| 3Y | -38.0% | +42.3% | -80.3% | -49.1% |
| 5Y | -38.7% | -69.3% | +30.6% | -27.8% |
| 10Y | +221.3% | +586.8% | -365.5% | +94.1% |
| All | +272.9% | +638.9% | -366.1% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling