+53.3%
DIA vs INTU
-42.6%
+95.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.3% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | +0.3% | +15.4% | -15.2% | -2.5% |
| 3M | -4.5% | +6.6% | -11.1% | -6.0% |
| 6M | +3.4% | -11.3% | +14.7% | +4.2% |
| YTD | +7.8% | -47.7% | +55.5% | +22.5% |
| 1Y | +10.7% | -47.0% | +57.8% | +25.3% |
| 3Y | +57.5% | -29.9% | +87.5% | +62.0% |
| All | +53.3% | -42.6% | +95.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 5y: compounded portfolio wealth divided by compounded INTU 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…
5y analysis · Full analysis span regression · 6 months rolling