+48.3%
XLE vs INTU
-49.4%
+97.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.8% |
| 7D | +2.2% | -7.1% | +9.3% | +2.4% |
| 30D | +11.8% | +1.5% | +10.3% | +11.7% |
| 3M | +9.8% | +10.7% | -0.8% | +9.5% |
| 6M | +15.6% | -23.8% | +39.4% | +15.1% |
| YTD | +45.3% | -49.3% | +94.6% | +40.3% |
| 1Y | +48.3% | -49.7% | +98.0% | +42.1% |
| All | +48.3% | -49.4% | +97.7% | +42.1% |
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