-40.1%
INTU vs NLY
+64.2%
-104.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | -3.3% | -4.0% | +0.6% | -1.9% |
| 30D | -3.9% | -5.2% | +1.3% | -2.0% |
| 3M | +16.6% | +2.8% | +13.8% | +15.6% |
| 6M | -26.4% | +4.2% | -30.6% | -27.8% |
| YTD | -51.0% | +4.7% | -55.7% | -52.1% |
| 1Y | -50.8% | +12.7% | -63.5% | -53.6% |
| 3Y | -40.1% | +62.5% | -102.6% | -53.7% |
| All | -40.1% | +64.2% | -104.2% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 3y: compounded portfolio wealth divided by compounded NLY 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…
3y analysis · Full analysis span regression · 6 months rolling