+233.5%
INTU vs NEM
+341.0%
-107.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.8% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +12.0% | +1.1% | +10.9% | +11.7% |
| 3M | +2.3% | +1.3% | +1.0% | +1.8% |
| 6M | -12.1% | -1.4% | -10.7% | -12.5% |
| YTD | -47.5% | +19.4% | -67.0% | -49.9% |
| 1Y | -46.9% | +32.9% | -79.8% | -50.3% |
| 3Y | -33.5% | +267.0% | -300.5% | -49.4% |
| 5Y | -41.2% | +131.0% | -172.3% | -52.4% |
| 10Y | +233.5% | +379.9% | -146.4% | +149.6% |
| All | +233.5% | +341.0% | -107.5% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling