-42.2%
INTU vs COP
+113.7%
-156.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | +0.1% | -11.5% | +11.7% | +2.0% |
| 30D | +15.4% | +5.0% | +10.5% | +14.3% |
| 3M | +6.6% | +17.5% | -10.9% | +3.5% |
| 6M | -11.3% | +16.2% | -27.5% | -13.8% |
| YTD | -47.7% | +48.8% | -96.5% | -51.3% |
| 1Y | -47.0% | +64.1% | -111.1% | -51.5% |
| 3Y | -29.9% | +25.7% | -55.6% | -33.9% |
| All | -42.2% | +113.7% | -156.0% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling