+49.9%
XLE vs INTU
-46.5%
+96.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -4.8% |
| 7D | -7.2% | +8.7% | -15.9% | -7.3% |
| 30D | +0.1% | +25.9% | -25.8% | -0.4% |
| 3M | +9.2% | +10.7% | -1.5% | +8.9% |
| 6M | +8.4% | -11.6% | +19.9% | +8.0% |
| YTD | +44.9% | -45.4% | +90.3% | +37.8% |
| 1Y | +49.9% | -45.2% | +95.1% | +42.5% |
| All | +49.9% | -46.5% | +96.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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