+179.2%
XLE vs INTU
+232.2%
-53.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | +5.4% | +0.1% | +5.4% | +5.4% |
| 30D | -3.9% | +10.1% | -14.0% | -6.4% |
| 3M | +7.0% | -4.2% | +11.2% | +7.4% |
| 6M | +14.2% | -7.2% | +21.4% | +13.9% |
| YTD | +48.2% | -47.7% | +95.9% | +70.5% |
| 1Y | +47.7% | -46.7% | +94.4% | +68.7% |
| 3Y | +70.0% | -34.1% | +104.1% | +76.7% |
| 5Y | +169.1% | -43.3% | +212.4% | +183.2% |
| All | +179.2% | +232.2% | -53.1% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling