+383.2%
FCX vs INTU
+230.7%
+152.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +4.4% | -4.1% | +8.5% | +6.0% |
| 30D | -16.3% | +12.8% | -29.2% | -20.8% |
| 3M | -12.5% | +2.1% | -14.6% | -14.8% |
| 6M | -8.0% | -11.5% | +3.4% | -8.4% |
| YTD | +20.1% | -47.9% | +68.1% | +50.8% |
| 1Y | +45.9% | -47.7% | +93.6% | +82.4% |
| 3Y | +86.2% | -34.0% | +120.2% | +96.1% |
| 5Y | +57.1% | -43.5% | +100.6% | +71.7% |
| All | +383.2% | +230.7% | +152.5% | +142.5% |
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