-42.8%
INTU vs NTR
+45.0%
-87.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | -9.2% | -2.5% | -6.7% | -8.8% |
| 30D | -7.0% | +17.0% | -24.1% | -9.3% |
| 3M | +10.5% | +22.2% | -11.6% | +6.9% |
| 6M | -30.6% | +5.2% | -35.8% | -31.6% |
| YTD | -52.3% | +29.7% | -82.0% | -55.0% |
| 1Y | -51.8% | +39.4% | -91.2% | -55.2% |
| 3Y | -41.8% | +38.2% | -80.0% | -46.6% |
| 5Y | -42.8% | +47.6% | -90.4% | -48.2% |
| All | -42.8% | +45.0% | -87.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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