-40.2%
INTU vs NRG
+194.8%
-235.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.6% |
| 7D | -3.3% | -4.7% | +1.3% | -2.8% |
| 30D | -3.9% | -6.0% | +2.0% | -3.4% |
| 3M | +16.6% | -8.0% | +24.6% | +16.5% |
| 6M | -26.4% | -23.2% | -3.3% | -25.1% |
| YTD | -51.0% | -28.1% | -22.9% | -49.9% |
| 1Y | -50.8% | -27.3% | -23.5% | -50.1% |
| 3Y | -40.1% | +208.7% | -248.7% | -65.7% |
| All | -40.2% | +194.8% | -235.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling