+485.6%
FCX vs INTU
+247.3%
+238.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +4.1% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | -17.1% | +15.4% | -32.6% | -22.3% |
| 3M | -12.7% | +6.6% | -19.2% | -16.5% |
| 6M | -2.0% | -11.3% | +9.3% | -2.6% |
| YTD | +18.1% | -47.7% | +65.8% | +48.0% |
| 1Y | +55.2% | -47.0% | +102.2% | +92.8% |
| 3Y | +74.3% | -29.9% | +104.3% | +77.3% |
| 5Y | +71.9% | -42.2% | +114.1% | +85.2% |
| All | +485.6% | +247.3% | +238.3% | +183.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling