-33.9%
INTU vs DVA
+116.5%
-150.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.7% |
| 7D | -3.9% | -4.8% | +0.8% | -3.9% |
| 30D | +12.0% | +0.9% | +11.0% | +12.0% |
| 3M | +2.3% | +2.9% | -0.6% | +2.4% |
| 6M | -12.1% | -7.8% | -4.3% | -12.1% |
| YTD | -47.5% | +61.5% | -109.1% | -47.3% |
| 1Y | -46.9% | +50.1% | -97.0% | -46.1% |
| All | -33.9% | +116.5% | -150.4% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling