-28.0%
INTU vs NVD
-98.5%
+70.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.7% |
| 7D | +0.1% | +28.6% | -28.6% | +2.0% |
| 30D | +10.1% | +73.6% | -63.6% | +14.8% |
| 3M | -4.2% | +70.1% | -74.3% | 0.0% |
| 6M | -7.2% | +53.6% | -60.8% | -3.2% |
| YTD | -47.7% | -7.0% | -40.7% | -47.6% |
| 1Y | -46.7% | -9.0% | -37.7% | -46.5% |
| 3Y | -34.1% | -98.3% | +64.3% | -56.7% |
| All | -28.0% | -98.5% | +70.6% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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