+211.1%
INTU vs COP
+338.9%
-127.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -7.5% | -0.8% | -6.7% | -7.4% |
| 30D | -1.9% | +15.6% | -17.5% | -5.2% |
| 3M | +4.9% | +14.3% | -9.5% | +1.4% |
| 6M | -33.2% | +17.0% | -50.2% | -35.8% |
| YTD | -51.4% | +47.4% | -98.8% | -55.8% |
| 1Y | -52.0% | +52.4% | -104.4% | -56.8% |
| 3Y | -40.7% | +20.8% | -61.5% | -44.6% |
| 5Y | -41.7% | +191.7% | -233.4% | -57.8% |
| 10Y | +211.1% | +325.1% | -114.0% | +97.3% |
| All | +211.1% | +338.9% | -127.7% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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