+13,685.3%
INTU vs NYT
+609.6%
+13,075.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -7.5% | +0.3% | -7.9% | -7.6% |
| 30D | -1.9% | +7.0% | -8.9% | -3.8% |
| 3M | +4.9% | -7.9% | +12.8% | +6.9% |
| 6M | -33.2% | -15.0% | -18.2% | -30.6% |
| YTD | -51.4% | -1.3% | -50.1% | -51.6% |
| 1Y | -52.0% | +16.9% | -68.9% | -54.4% |
| 3Y | -40.7% | +58.9% | -99.6% | -49.0% |
| 5Y | -41.7% | +40.9% | -82.6% | -48.9% |
| 10Y | +211.1% | +471.8% | -260.7% | +83.8% |
| All | +13,685.3% | +609.6% | +13,075.6% | +7,121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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