+9.1%
XLF vs INTU
-49.4%
+58.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | 0.0% | -7.1% | +7.1% | +0.5% |
| 30D | +0.2% | +1.5% | -1.3% | 0.0% |
| 3M | +11.7% | +10.7% | +1.1% | +10.7% |
| 6M | +13.8% | -23.8% | +37.6% | +15.9% |
| YTD | +7.0% | -49.3% | +56.3% | +15.6% |
| 1Y | +9.1% | -49.7% | +58.8% | +17.6% |
| All | +9.1% | -49.4% | +58.5% | +17.6% |
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