+14,729.7%
INTU vs COP
+3,616.4%
+11,113.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | +0.1% | -11.5% | +11.7% | +3.0% |
| 30D | +15.4% | +5.0% | +10.5% | +13.8% |
| 3M | +6.6% | +17.5% | -10.9% | +2.0% |
| 6M | -11.3% | +16.2% | -27.5% | -15.1% |
| YTD | -47.7% | +48.8% | -96.5% | -53.2% |
| 1Y | -47.0% | +64.1% | -111.1% | -53.8% |
| 3Y | -29.9% | +25.7% | -55.6% | -35.9% |
| 5Y | -42.2% | +114.4% | -156.6% | -55.4% |
| 10Y | +251.7% | +331.7% | -80.0% | +105.0% |
| All | +14,729.7% | +3,616.4% | +11,113.3% | +6,765.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling