+75.6%
FCX vs INTU
-52.6%
+128.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.8% |
| 7D | +3.1% | -8.5% | +11.6% | +1.5% |
| 30D | +8.1% | -6.1% | +14.2% | +7.2% |
| 3M | +18.9% | +7.3% | +11.6% | +21.7% |
| 6M | +26.6% | -33.2% | +59.8% | +20.4% |
| YTD | +51.2% | -52.2% | +103.3% | +47.0% |
| 1Y | +75.6% | -52.7% | +128.2% | +69.0% |
| All | +75.6% | -52.6% | +128.1% | +69.0% |
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