+217.7%
XLF vs INTU
+232.2%
-14.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +7.6% | +10.1% | -2.4% | +4.3% |
| 3M | +1.1% | -4.2% | +5.3% | +1.8% |
| 6M | +15.9% | -7.2% | +23.1% | +15.4% |
| YTD | +8.4% | -47.7% | +56.1% | +30.2% |
| 1Y | +12.5% | -46.7% | +59.2% | +33.9% |
| 3Y | +81.6% | -34.1% | +115.6% | +92.9% |
| 5Y | +59.3% | -43.3% | +102.5% | +71.9% |
| All | +217.7% | +232.2% | -14.6% | +73.2% |
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 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