It depends.
A DIY intake (home hack job), in which the tubes may move around, will cause lots of air turbulence and the MAF's will not get stable readings, usually resulting in power loss.
A poorly designed intake with a different diameter than OEM or bends just before or after the MAF can cause a related set of problems due to misreads, stable or not.
To the best of my knowledge, none of the non-DIY/non-ebay intakes cause this to the point of significant problems; where they might cause some misreads (e.g., reading lean -- not generally resulting in power loss, BTW), a tune will correct.
The only other thing I can think of is the M370 IM, which tends to move peak torque down a bit, resulting in a low end bump at the cost of a tiny bit of top end. Also can be mitigated with tuning.
For exhaust, short of overly large diameter piping, really any mod that improves flow will gain power on this motor. Some header designs favor mid to top end gains over low end. The issue is more complex than merely accounting for "backpressure" (e.g., valve timing and lift comes into play), but overly large diameters (say, over 3") could slow exhaust pulses enough at low speed for some loss, although it might pick up power approaching redline.
Pretty much any cat back and ANY replacing or removing of the cats (CEL's from secondary O2's notwithstanding -- again fixed with a tune) will result in more power.
In short, other than a custom, but inexpertly made, or random "generic" part, most bolt-on's result in gains, not losses. Whether a quality part or not, a tune is always advisable -- not necessarily required for safety, but advised for optimal performance.
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