-7.0%
INTU vs ROIV
+232.7%
-239.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.5% |
| 7D | -7.1% | +0.6% | -7.7% | -7.2% |
| 30D | +1.5% | +1.0% | +0.5% | +1.2% |
| 3M | +10.7% | +18.3% | -7.6% | +8.1% |
| 6M | -23.8% | +18.3% | -42.2% | -25.7% |
| YTD | -49.3% | +61.0% | -110.3% | -52.6% |
| 1Y | -49.7% | +177.9% | -227.5% | -56.2% |
| 3Y | -38.0% | +199.1% | -237.1% | -47.5% |
| 5Y | -38.7% | +250.7% | -289.4% | -54.3% |
| All | -7.0% | +232.7% | -239.7% | -28.7% |
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