+423.1%
XLF vs INTU
+3,236.9%
-2,813.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.7% |
| 7D | +0.7% | -3.9% | +4.7% | +1.8% |
| 30D | +6.0% | +11.7% | -5.8% | +2.9% |
| 3M | +1.0% | +4.5% | -3.4% | -0.6% |
| 6M | +14.0% | -13.9% | +27.8% | +15.8% |
| YTD | +7.2% | -48.2% | +55.4% | +22.6% |
| 1Y | +11.6% | -47.1% | +58.7% | +26.8% |
| 3Y | +81.2% | -32.5% | +113.7% | +90.0% |
| 5Y | +57.9% | -42.6% | +100.5% | +67.5% |
| 10Y | +234.4% | +235.3% | -0.9% | +126.1% |
| All | +423.1% | +3,236.9% | -2,813.8% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling