+209.1%
INTU vs NWSA
+148.8%
+60.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -9.2% | -4.8% | -4.4% | -7.0% |
| 30D | -7.0% | +3.0% | -10.0% | -8.2% |
| 3M | +10.5% | +9.3% | +1.2% | +6.2% |
| 6M | -30.6% | +23.2% | -53.8% | -37.1% |
| YTD | -52.3% | +13.3% | -65.7% | -55.1% |
| 1Y | -51.8% | +2.9% | -54.7% | -52.7% |
| 3Y | -41.8% | +43.3% | -85.2% | -51.5% |
| 5Y | -42.8% | +40.9% | -83.7% | -53.0% |
| All | +209.1% | +148.8% | +60.2% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling