-3.8%
INTU vs ROIV
+298.6%
-302.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -3.9% | +9.5% | -13.4% | -4.9% |
| 30D | +12.0% | +21.0% | -9.0% | +9.6% |
| 3M | +2.3% | +18.7% | -16.4% | 0.0% |
| 6M | -12.1% | +44.5% | -56.6% | -16.4% |
| YTD | -47.5% | +92.9% | -140.4% | -52.1% |
| 1Y | -46.9% | +100.2% | -147.1% | -51.8% |
| 3Y | -33.5% | +375.0% | -408.5% | -46.4% |
| 5Y | -41.2% | +435.2% | -476.4% | -59.2% |
| All | -3.8% | +298.6% | -302.3% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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