+176.5%
XLE vs INTU
+230.7%
-54.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +4.4% | -4.1% | +8.5% | +5.4% |
| 30D | -4.3% | +12.8% | -17.1% | -7.3% |
| 3M | +6.0% | +2.1% | +3.9% | +4.7% |
| 6M | +13.2% | -11.5% | +24.7% | +14.3% |
| YTD | +46.7% | -47.9% | +94.7% | +69.0% |
| 1Y | +46.6% | -47.7% | +94.3% | +68.4% |
| 3Y | +69.6% | -34.0% | +103.5% | +76.0% |
| 5Y | +166.5% | -43.5% | +210.1% | +180.8% |
| All | +176.5% | +230.7% | -54.3% | +72.4% |
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