+3,180.6%
INTU vs DVA
+5,180.6%
-1,999.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.2% |
| 7D | -3.9% | -4.8% | +0.8% | -3.1% |
| 30D | +12.0% | +0.9% | +11.0% | +11.7% |
| 3M | +2.3% | +2.9% | -0.6% | +1.7% |
| 6M | -12.1% | -7.8% | -4.3% | -11.5% |
| YTD | -47.5% | +61.5% | -109.1% | -53.1% |
| 1Y | -46.9% | +50.1% | -97.0% | -51.9% |
| 3Y | -33.5% | +121.1% | -154.6% | -44.8% |
| 5Y | -41.2% | +72.9% | -114.1% | -50.3% |
| 10Y | +233.5% | +208.2% | +25.3% | +146.5% |
| All | +3,180.6% | +5,180.6% | -1,999.9% | +1,217.4% |
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 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