-42.6%
INTU vs DVA
+41.6%
-84.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | -8.5% | +2.0% | -10.5% | -8.6% |
| 30D | -6.1% | -0.4% | -5.8% | -6.1% |
| 3M | +7.3% | -7.7% | +15.0% | +7.7% |
| 6M | -33.2% | +20.0% | -53.2% | -34.4% |
| YTD | -52.2% | +61.1% | -113.2% | -54.8% |
| 1Y | -52.7% | +33.9% | -86.5% | -54.0% |
| 3Y | -41.6% | +91.5% | -133.1% | -47.4% |
| 5Y | -42.6% | +41.8% | -84.4% | -46.5% |
| All | -42.6% | +41.6% | -84.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling