+236.7%
INTU vs COP
+342.2%
-105.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.1% |
| 7D | +0.1% | +4.4% | -4.4% | -0.9% |
| 30D | +10.1% | 0.0% | +10.1% | +9.8% |
| 3M | -4.2% | +15.0% | -19.2% | -7.5% |
| 6M | -7.2% | +22.0% | -29.2% | -11.8% |
| YTD | -47.7% | +55.3% | -103.0% | -53.2% |
| 1Y | -46.7% | +64.1% | -110.8% | -52.9% |
| 3Y | -34.1% | +34.1% | -68.1% | -40.0% |
| 5Y | -43.3% | +133.4% | -176.7% | -56.4% |
| All | +236.7% | +342.2% | -105.5% | +119.0% |
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