+251.6%
XLF vs INTU
+209.2%
+42.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | -1.0% | -8.5% | +7.4% | +1.7% |
| 30D | -1.3% | -6.1% | +4.8% | +0.4% |
| 3M | +9.1% | +7.3% | +1.8% | +5.7% |
| 6M | +14.4% | -33.2% | +47.6% | +26.9% |
| YTD | +5.1% | -52.2% | +57.2% | +30.4% |
| 1Y | +8.6% | -52.7% | +61.3% | +34.9% |
| 3Y | +74.4% | -41.6% | +116.1% | +93.6% |
| 5Y | +64.4% | -42.6% | +107.0% | +74.3% |
| 10Y | +251.6% | +211.0% | +40.5% | +87.0% |
| All | +251.6% | +209.2% | +42.4% | +87.0% |
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