+65.5%
XLF vs INTU
-40.9%
+106.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.5% |
| 7D | +0.2% | -7.5% | +7.7% | +1.9% |
| 30D | -0.5% | -1.9% | +1.4% | -0.3% |
| 3M | +10.6% | +4.9% | +5.8% | +8.8% |
| 6M | +14.3% | -33.2% | +47.5% | +23.8% |
| YTD | +5.5% | -51.4% | +56.9% | +24.0% |
| 1Y | +9.6% | -52.0% | +61.5% | +29.0% |
| 3Y | +75.2% | -40.7% | +115.9% | +89.2% |
| 5Y | +65.5% | -41.7% | +107.3% | +66.2% |
| All | +65.5% | -40.9% | +106.4% | +66.2% |
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