+13,469.6%
INTU vs NTRS
+2,888.9%
+10,580.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -8.5% | +0.9% | -9.3% | -8.8% |
| 30D | -6.1% | -1.2% | -4.9% | -5.7% |
| 3M | +7.3% | +8.8% | -1.4% | +3.1% |
| 6M | -33.2% | +34.7% | -67.9% | -41.9% |
| YTD | -52.2% | +37.2% | -89.4% | -58.8% |
| 1Y | -52.7% | +46.3% | -99.0% | -60.4% |
| 3Y | -41.6% | +163.2% | -204.8% | -62.9% |
| 5Y | -42.6% | +86.9% | -129.6% | -58.5% |
| 10Y | +211.0% | +250.9% | -39.9% | +63.0% |
| All | +13,469.6% | +2,888.9% | +10,580.7% | +1,965.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling