-41.7%
INTU vs NTAP
+135.7%
-177.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.9% |
| 7D | -7.5% | +3.3% | -10.8% | -8.7% |
| 30D | -1.9% | -0.2% | -1.7% | -2.2% |
| 3M | +4.9% | +11.4% | -6.5% | -0.5% |
| 6M | -33.2% | +88.7% | -121.9% | -50.0% |
| YTD | -51.4% | +78.9% | -130.3% | -62.9% |
| 1Y | -52.0% | +58.8% | -110.8% | -61.5% |
| 3Y | -40.7% | +153.5% | -194.2% | -65.3% |
| 5Y | -41.7% | +136.7% | -178.5% | -67.2% |
| All | -41.7% | +135.7% | -177.4% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling