+118.9%
XLK vs INTU
-41.3%
+160.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | -1.2% | -3.9% | +2.7% | 0.0% |
| 30D | -11.2% | +12.0% | -23.2% | -15.0% |
| 3M | -6.2% | +2.3% | -8.5% | -8.2% |
| 6M | -1.7% | -12.1% | +10.3% | -0.6% |
| YTD | +21.5% | -47.5% | +69.1% | +53.5% |
| 1Y | +19.6% | -46.9% | +66.5% | +49.8% |
| 3Y | +97.9% | -33.5% | +131.4% | +113.5% |
| 5Y | +118.9% | -41.2% | +160.1% | +134.8% |
| All | +118.9% | -41.3% | +160.2% | +134.8% |
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