+3,220.6%
INTU vs NTAP
+23,420.6%
-20,200.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -7.1% | -0.8% | -6.3% | -6.9% |
| 30D | +1.5% | -0.5% | +2.0% | +1.4% |
| 3M | +10.7% | +4.1% | +6.6% | +8.6% |
| 6M | -23.8% | +88.0% | -111.8% | -37.7% |
| YTD | -49.3% | +75.6% | -124.9% | -57.8% |
| 1Y | -49.7% | +58.9% | -108.6% | -56.9% |
| 3Y | -38.0% | +153.6% | -191.6% | -54.8% |
| 5Y | -38.7% | +127.6% | -166.4% | -54.0% |
| 10Y | +221.3% | +580.4% | -359.0% | +68.4% |
| All | +3,220.6% | +23,420.6% | -20,200.1% | +236.6% |
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