+217.8%
INTU vs NTRS
+259.9%
-42.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.4% |
| 7D | -3.3% | +1.4% | -4.7% | -3.9% |
| 30D | -3.9% | -0.7% | -3.3% | -3.7% |
| 3M | +16.6% | +11.3% | +5.3% | +10.9% |
| 6M | -26.4% | +35.5% | -62.0% | -36.5% |
| YTD | -51.0% | +40.6% | -91.6% | -58.5% |
| 1Y | -50.8% | +49.2% | -100.0% | -59.5% |
| 3Y | -40.1% | +167.2% | -207.3% | -63.4% |
| 5Y | -41.2% | +94.9% | -136.2% | -59.2% |
| All | +217.8% | +259.9% | -42.2% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling