+149.9%
XLE vs INTU
-42.6%
+192.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +0.4% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -2.7% | +15.4% | -18.2% | -4.4% |
| 3M | +6.6% | +6.6% | 0.0% | +5.5% |
| 6M | +9.5% | -11.3% | +20.8% | +10.1% |
| YTD | +40.6% | -47.7% | +88.3% | +50.8% |
| 1Y | +43.6% | -47.0% | +90.6% | +53.7% |
| 3Y | +58.1% | -29.9% | +88.0% | +60.1% |
| All | +149.9% | -42.6% | +192.5% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling