+422.3%
XLF vs INTU
+3,167.1%
-2,744.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | 0.0% | -7.1% | +7.1% | +1.8% |
| 30D | +0.2% | +1.5% | -1.3% | -0.4% |
| 3M | +11.7% | +10.7% | +1.1% | +8.1% |
| 6M | +13.8% | -23.8% | +37.6% | +18.9% |
| YTD | +7.0% | -49.3% | +56.3% | +23.5% |
| 1Y | +9.1% | -49.7% | +58.8% | +25.9% |
| 3Y | +75.6% | -38.0% | +113.6% | +88.7% |
| 5Y | +66.4% | -38.7% | +105.2% | +74.1% |
| 10Y | +250.3% | +221.3% | +28.9% | +140.1% |
| All | +422.3% | +3,167.1% | -2,744.8% | +112.5% |
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