+3,335.7%
INTU vs NTAP
+23,159.9%
-19,824.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.4% | -0.5% |
| 7D | -3.9% | -2.4% | -1.5% | -3.5% |
| 30D | +12.0% | -23.4% | +35.4% | +19.6% |
| 3M | +2.3% | -7.5% | +9.8% | +2.9% |
| 6M | -12.1% | +56.4% | -68.5% | -25.2% |
| YTD | -47.5% | +73.6% | -121.2% | -56.9% |
| 1Y | -46.9% | +68.4% | -115.3% | -56.0% |
| 3Y | -33.5% | +150.6% | -184.1% | -52.1% |
| 5Y | -41.2% | +122.5% | -163.7% | -56.2% |
| 10Y | +233.5% | +589.7% | -356.2% | +71.7% |
| All | +3,335.7% | +23,159.9% | -19,824.2% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling