+209.1%
INTU vs NTAP
+591.7%
-382.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -9.2% | -1.0% | -8.2% | -8.9% |
| 30D | -7.0% | -7.5% | +0.5% | -4.6% |
| 3M | +10.5% | +14.6% | -4.1% | +3.8% |
| 6M | -30.6% | +91.0% | -121.6% | -47.5% |
| YTD | -52.3% | +73.7% | -126.0% | -62.7% |
| 1Y | -51.8% | +51.2% | -103.0% | -60.3% |
| 3Y | -41.8% | +146.1% | -188.0% | -62.4% |
| 5Y | -42.8% | +122.8% | -165.7% | -62.2% |
| All | +209.1% | +591.7% | -382.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling