+1,008.1%
INTU vs COPX
+118.6%
+889.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | +1.1% |
| 7D | +0.1% | -2.8% | +2.9% | +0.7% |
| 30D | +10.1% | -14.3% | +24.4% | +14.2% |
| 3M | -4.2% | -19.0% | +14.9% | +0.4% |
| 6M | -7.2% | -24.4% | +17.2% | -2.5% |
| YTD | -47.7% | -3.2% | -44.5% | -50.6% |
| 1Y | -46.7% | +15.2% | -61.8% | -52.6% |
| 3Y | -34.1% | +127.6% | -161.7% | -55.1% |
| 5Y | -43.3% | +106.0% | -149.3% | -60.7% |
| 10Y | +232.6% | +313.7% | -81.1% | +66.8% |
| All | +1,008.1% | +118.6% | +889.5% | +523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling