+209.1%
INTU vs COPX
+584.4%
-375.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | +1.6% |
| 7D | -9.2% | -2.9% | -6.3% | -8.6% |
| 30D | -7.0% | 0.0% | -7.1% | -7.4% |
| 3M | +10.5% | +14.8% | -4.3% | +4.8% |
| 6M | -30.6% | +7.0% | -37.6% | -34.1% |
| YTD | -52.3% | +23.8% | -76.2% | -58.0% |
| 1Y | -51.8% | +75.7% | -127.5% | -63.0% |
| 3Y | -41.8% | +156.4% | -198.2% | -63.0% |
| 5Y | -42.8% | +167.6% | -210.4% | -65.1% |
| All | +209.1% | +584.4% | -375.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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