+233.5%
INTU vs CI
+149.2%
+84.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | +12.0% | +6.4% | +5.6% | +10.2% |
| 3M | +2.3% | +10.7% | -8.4% | -0.4% |
| 6M | -12.1% | +5.5% | -17.6% | -13.6% |
| YTD | -47.5% | +11.4% | -58.9% | -49.5% |
| 1Y | -46.9% | +15.0% | -61.9% | -49.4% |
| 3Y | -33.5% | +9.0% | -42.4% | -38.4% |
| 5Y | -41.2% | +52.0% | -93.2% | -52.9% |
| 10Y | +233.5% | +150.9% | +82.6% | +121.7% |
| All | +233.5% | +149.2% | +84.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling