+1,331.5%
XLK vs INTU
+3,271.1%
-1,939.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -10.6% | +10.1% | -20.7% | -14.0% |
| 3M | -10.6% | -4.2% | -6.5% | -10.5% |
| 6M | -3.5% | -7.2% | +3.7% | -5.1% |
| YTD | +18.7% | -47.7% | +66.4% | +40.6% |
| 1Y | +19.4% | -46.7% | +66.1% | +40.3% |
| 3Y | +94.5% | -34.1% | +128.5% | +108.6% |
| 5Y | +111.2% | -43.3% | +154.5% | +133.9% |
| 10Y | +707.2% | +232.6% | +474.6% | +397.9% |
| All | +1,331.5% | +3,271.1% | -1,939.6% | +257.5% |
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