+74.3%
FCX vs INTU
-29.7%
+104.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.7% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -17.1% | +15.4% | -32.6% | -17.7% |
| 3M | -12.7% | +6.6% | -19.2% | -13.0% |
| 6M | -2.0% | -11.3% | +9.3% | -0.7% |
| YTD | +18.1% | -47.7% | +65.8% | +38.7% |
| 1Y | +55.2% | -47.0% | +102.2% | +81.2% |
| 3Y | +74.3% | -29.9% | +104.3% | +70.5% |
| All | +74.3% | -29.7% | +104.1% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling