+1,015.5%
FCX vs INTU
+5,848.9%
-4,833.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.9% |
| 7D | -4.9% | -7.1% | +2.2% | -3.5% |
| 30D | +4.8% | +1.5% | +3.4% | +4.3% |
| 3M | +4.6% | +10.7% | -6.0% | +1.8% |
| 6M | +10.8% | -23.8% | +34.7% | +14.0% |
| YTD | +44.2% | -49.3% | +93.5% | +59.7% |
| 1Y | +59.6% | -49.7% | +109.2% | +76.8% |
| 3Y | +82.2% | -38.0% | +120.3% | +92.4% |
| 5Y | +115.6% | -38.7% | +154.4% | +125.0% |
| 10Y | +670.6% | +221.3% | +449.2% | +516.5% |
| All | +1,015.5% | +5,848.9% | -4,833.4% | +551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling