+167.2%
XLE vs INTU
+247.3%
-80.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +0.9% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -2.7% | +15.4% | -18.2% | -6.4% |
| 3M | +6.6% | +6.6% | 0.0% | +4.1% |
| 6M | +9.5% | -11.3% | +20.8% | +10.4% |
| YTD | +40.6% | -47.7% | +88.3% | +61.7% |
| 1Y | +43.6% | -47.0% | +90.6% | +64.3% |
| 3Y | +58.1% | -29.9% | +88.0% | +61.0% |
| 5Y | +152.2% | -42.2% | +194.4% | +163.0% |
| All | +167.2% | +247.3% | -80.1% | +71.9% |
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