+1,366.3%
INTU vs NRG
+1,598.0%
-231.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.2% |
| 7D | -7.5% | +9.3% | -16.8% | -9.3% |
| 30D | -1.9% | +1.3% | -3.2% | -2.5% |
| 3M | +4.9% | -6.0% | +10.8% | +4.6% |
| 6M | -33.2% | -22.0% | -11.3% | -31.6% |
| YTD | -51.4% | -24.1% | -27.3% | -50.4% |
| 1Y | -52.0% | -18.0% | -34.0% | -52.2% |
| 3Y | -40.7% | +220.0% | -260.7% | -59.2% |
| 5Y | -41.7% | +201.1% | -242.8% | -59.8% |
| 10Y | +211.1% | +1,085.1% | -874.0% | +54.3% |
| All | +1,366.3% | +1,598.0% | -231.7% | +591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling