+373.5%
FCX vs INTU
+232.2%
+141.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -14.7% | +10.1% | -24.8% | -18.4% |
| 3M | -11.2% | -4.2% | -7.0% | -11.0% |
| 6M | -11.4% | -7.2% | -4.2% | -13.6% |
| YTD | +17.7% | -47.7% | +65.4% | +47.5% |
| 1Y | +47.5% | -46.7% | +94.2% | +82.6% |
| 3Y | +83.9% | -34.1% | +118.0% | +94.0% |
| 5Y | +54.0% | -43.3% | +97.2% | +68.0% |
| All | +373.5% | +232.2% | +141.3% | +137.2% |
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