-45.2%
INTU vs NRG
-50.8%
+5.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.5% | +17.0% | -0.1% |
| 7D | +8.7% | -13.7% | +22.4% | +4.9% |
| 30D | +25.9% | -13.6% | +39.4% | +21.9% |
| 3M | +10.7% | -28.5% | +39.2% | +2.0% |
| 6M | -11.6% | -45.8% | +34.2% | -22.3% |
| YTD | -45.4% | -46.9% | +1.5% | -52.0% |
| 1Y | -45.2% | -49.7% | +4.5% | -51.8% |
| All | -45.2% | -50.8% | +5.5% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling