+209.1%
INTU vs DVA
+187.5%
+21.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -7.0% | +1.7% | -8.7% | -7.3% |
| 3M | +10.5% | -8.7% | +19.2% | +11.7% |
| 6M | -30.6% | +19.7% | -50.2% | -33.7% |
| YTD | -52.3% | +59.6% | -111.9% | -57.6% |
| 1Y | -51.8% | +37.1% | -88.9% | -55.7% |
| 3Y | -41.8% | +89.8% | -131.6% | -52.1% |
| 5Y | -42.8% | +47.4% | -90.2% | -51.1% |
| All | +209.1% | +187.5% | +21.6% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling