+209.1%
INTU vs NEM
+316.8%
-107.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | -9.2% | -3.3% | -5.9% | -8.8% |
| 30D | -7.0% | +7.8% | -14.9% | -8.0% |
| 3M | +10.5% | +36.3% | -25.7% | +6.1% |
| 6M | -30.6% | +6.6% | -37.1% | -31.7% |
| YTD | -52.3% | +27.1% | -79.5% | -54.6% |
| 1Y | -51.8% | +62.3% | -114.1% | -56.2% |
| 3Y | -41.8% | +245.1% | -286.9% | -54.5% |
| 5Y | -42.8% | +154.0% | -196.8% | -53.9% |
| All | +209.1% | +316.8% | -107.7% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NEM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling