-41.7%
INTU vs NEM
+152.5%
-194.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.4% | -4.1% |
| 7D | -7.5% | +3.9% | -11.4% | -7.8% |
| 30D | -1.9% | +12.7% | -14.7% | -2.9% |
| 3M | +4.9% | +28.7% | -23.8% | +2.7% |
| 6M | -33.2% | +9.8% | -43.0% | -34.0% |
| YTD | -51.4% | +28.1% | -79.5% | -53.2% |
| 1Y | -52.0% | +69.3% | -121.3% | -55.9% |
| 3Y | -40.7% | +247.7% | -288.4% | -52.5% |
| 5Y | -41.7% | +153.4% | -195.1% | -51.0% |
| All | -41.7% | +152.5% | -194.3% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling