-41.7%
INTU vs NRG
+198.7%
-240.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | -0.3% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -7.0% | -6.8% | -0.2% | -6.9% |
| 3M | +10.5% | -7.1% | +17.7% | +10.0% |
| 6M | -30.6% | -27.6% | -3.0% | -29.8% |
| YTD | -52.3% | -29.2% | -23.1% | -52.0% |
| 1Y | -51.8% | -29.9% | -21.9% | -51.5% |
| All | -41.7% | +198.7% | -240.4% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling