+53.6%
FCX vs INTU
-47.2%
+100.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +4.7% |
| 7D | -1.0% | -3.9% | +2.9% | -1.9% |
| 30D | -15.2% | +11.7% | -27.0% | -13.0% |
| 3M | -10.3% | +4.5% | -14.8% | -8.7% |
| 6M | +1.6% | -13.9% | +15.4% | +1.3% |
| YTD | +23.9% | -48.2% | +72.1% | +23.7% |
| All | +53.6% | -47.2% | +100.8% | +52.7% |
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