+3,070.7%
INTU vs DVA
+5,194.7%
-2,124.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.6% |
| 7D | -7.1% | +1.8% | -8.9% | -7.4% |
| 30D | +1.5% | -2.5% | +3.9% | +1.8% |
| 3M | +10.7% | -4.3% | +14.9% | +10.9% |
| 6M | -23.8% | +18.9% | -42.7% | -27.1% |
| YTD | -49.3% | +61.9% | -111.3% | -54.6% |
| 1Y | -49.7% | +35.7% | -85.4% | -53.5% |
| 3Y | -38.0% | +78.6% | -116.7% | -46.8% |
| 5Y | -38.7% | +39.2% | -77.9% | -46.2% |
| 10Y | +221.3% | +184.0% | +37.3% | +140.9% |
| All | +3,070.7% | +5,194.7% | -2,124.0% | +1,174.1% |
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