+3,171.6%
INTU vs DVA
+4,923.3%
-1,751.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +0.1% | -8.8% | +8.8% | +1.6% |
| 30D | +10.1% | -3.4% | +13.5% | +10.6% |
| 3M | -4.2% | -2.6% | -1.6% | -3.9% |
| 6M | -7.2% | -11.9% | +4.6% | -5.9% |
| YTD | -47.7% | +53.6% | -101.3% | -52.8% |
| 1Y | -46.7% | +41.9% | -88.6% | -51.2% |
| 3Y | -34.1% | +97.5% | -131.6% | -44.2% |
| 5Y | -43.3% | +65.0% | -108.3% | -51.7% |
| 10Y | +232.6% | +193.2% | +39.4% | +147.9% |
| All | +3,171.6% | +4,923.3% | -1,751.7% | +1,224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling