-42.6%
INTU vs NTAP
+114.1%
-156.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.0% | -2.3% |
| 7D | -3.9% | -5.0% | +1.0% | -2.6% |
| 30D | +11.7% | -25.8% | +37.5% | +22.0% |
| 3M | +4.5% | -6.9% | +11.4% | +4.1% |
| 6M | -13.9% | +50.0% | -63.9% | -30.8% |
| YTD | -48.2% | +66.9% | -115.2% | -60.6% |
| 1Y | -47.1% | +58.3% | -105.4% | -58.9% |
| 3Y | -32.5% | +145.1% | -177.6% | -61.8% |
| 5Y | -42.6% | +114.2% | -156.8% | -66.8% |
| All | -42.6% | +114.1% | -156.7% | -66.8% |
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