+60.3%
FCX vs INTU
-46.5%
+106.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +2.1% |
| 7D | -6.0% | +8.7% | -14.7% | -4.2% |
| 30D | -13.6% | +25.9% | -39.4% | -9.1% |
| 3M | -6.8% | +10.7% | -17.5% | -3.9% |
| 6M | +13.2% | -11.6% | +24.7% | +13.8% |
| YTD | +24.4% | -45.4% | +69.8% | +25.7% |
| 1Y | +60.3% | -45.2% | +105.5% | +62.1% |
| All | +60.3% | -46.5% | +106.8% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 1y: compounded portfolio wealth divided by compounded INTU 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…
1y analysis · Full analysis span regression · 6 months rolling