-42.2%
INTU vs CI
+49.9%
-92.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.1% | -3.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +15.4% | +5.4% | +10.0% | +14.7% |
| 3M | +6.6% | +7.3% | -0.7% | +5.7% |
| 6M | -11.3% | +5.3% | -16.6% | -11.9% |
| YTD | -47.7% | +8.5% | -56.2% | -48.4% |
| 1Y | -47.0% | +17.1% | -64.1% | -48.3% |
| 3Y | -29.9% | +1.4% | -31.3% | -31.5% |
| All | -42.2% | +49.9% | -92.1% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling