+14,671.9%
INTU vs CI
+6,281.7%
+8,390.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -4.1% | -1.7% | -2.4% | -3.7% |
| 30D | +12.8% | +4.9% | +8.0% | +11.7% |
| 3M | +2.1% | +7.4% | -5.3% | +0.5% |
| 6M | -11.5% | +0.4% | -11.9% | -11.7% |
| YTD | -47.9% | +9.5% | -57.4% | -49.4% |
| 1Y | -47.7% | +12.0% | -59.6% | -49.4% |
| 3Y | -34.0% | +7.1% | -41.0% | -37.4% |
| 5Y | -43.5% | +49.3% | -92.9% | -51.3% |
| 10Y | +231.1% | +146.6% | +84.5% | +145.6% |
| All | +14,671.9% | +6,281.7% | +8,390.2% | +3,187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling