+123.7%
INTU vs NTR
+100.5%
+23.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | -7.1% | +8.1% | -15.2% | -9.0% |
| 30D | +1.5% | +18.8% | -17.3% | -3.1% |
| 3M | +10.7% | +16.2% | -5.6% | +6.1% |
| 6M | -23.8% | +9.8% | -33.6% | -26.5% |
| YTD | -49.3% | +30.9% | -80.2% | -53.8% |
| 1Y | -49.7% | +41.8% | -91.4% | -55.4% |
| 3Y | -38.0% | +35.8% | -73.8% | -45.4% |
| 5Y | -38.7% | +51.0% | -89.8% | -51.5% |
| All | +123.7% | +100.5% | +23.2% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling