+661.8%
FCX vs INTU
+223.2%
+438.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.6% |
| 7D | -4.9% | -7.1% | +2.2% | -2.0% |
| 30D | +4.8% | +1.5% | +3.4% | +3.6% |
| 3M | +4.6% | +10.7% | -6.0% | -1.7% |
| 6M | +10.8% | -23.8% | +34.7% | +17.8% |
| YTD | +44.2% | -49.3% | +93.5% | +85.7% |
| 1Y | +59.6% | -49.7% | +109.2% | +105.4% |
| 3Y | +82.2% | -38.0% | +120.3% | +100.5% |
| 5Y | +115.6% | -38.7% | +154.4% | +123.0% |
| All | +661.8% | +223.2% | +438.7% | +213.2% |
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