+11.8%
XLF vs INTU
-46.8%
+58.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | +1.9% | -1.2% | +3.2% | +2.0% |
| 30D | +6.5% | +12.4% | -5.9% | +5.6% |
| 3M | +1.2% | +2.3% | -1.1% | +0.9% |
| 6M | +14.6% | -13.3% | +27.9% | +15.1% |
| YTD | +7.7% | -47.9% | +55.6% | +14.7% |
| 1Y | +11.8% | -47.2% | +58.9% | +18.6% |
| All | +11.8% | -46.8% | +58.6% | +18.6% |
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