+235.3%
INTU vs COP
+319.0%
-83.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -3.9% | -8.4% | +4.5% | -2.1% |
| 30D | +11.7% | +0.3% | +11.4% | +11.4% |
| 3M | +4.5% | +15.1% | -10.6% | +0.8% |
| 6M | -13.9% | +19.8% | -33.6% | -17.7% |
| YTD | -48.2% | +46.8% | -95.0% | -53.0% |
| 1Y | -47.1% | +59.7% | -106.9% | -53.1% |
| 3Y | -32.5% | +28.7% | -61.2% | -38.0% |
| 5Y | -42.6% | +110.7% | -153.3% | -54.7% |
| 10Y | +235.3% | +298.3% | -63.0% | +119.9% |
| All | +235.3% | +319.0% | -83.7% | +119.9% |
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