-43.2%
INTU vs CI
+49.5%
-92.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +0.1% | +1.2% | -1.1% | -0.1% |
| 30D | +10.1% | +2.6% | +7.5% | +9.8% |
| 3M | -4.2% | +7.4% | -11.6% | -5.0% |
| 6M | -7.2% | -0.1% | -7.1% | -7.3% |
| YTD | -47.7% | +9.7% | -57.4% | -48.5% |
| 1Y | -46.7% | +12.1% | -58.8% | -47.7% |
| 3Y | -34.1% | +7.0% | -41.1% | -36.5% |
| All | -43.2% | +49.5% | -92.7% | -51.3% |
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