+209.1%
INTU vs NSC
+336.2%
-127.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -9.2% | -1.4% | -7.8% | -8.6% |
| 30D | -7.0% | -3.4% | -3.7% | -5.5% |
| 3M | +10.5% | +5.1% | +5.5% | +7.8% |
| 6M | -30.6% | +9.2% | -39.8% | -34.2% |
| YTD | -52.3% | +13.4% | -65.7% | -55.9% |
| 1Y | -51.8% | +20.8% | -72.6% | -56.8% |
| 3Y | -41.8% | +76.1% | -117.9% | -58.6% |
| 5Y | -42.8% | +45.3% | -88.1% | -55.3% |
| All | +209.1% | +336.2% | -127.1% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NSC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling