+430.7%
FCX vs IBB
+139.6%
+291.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +2.5% |
| 7D | -1.0% | +2.7% | -3.7% | -3.1% |
| 30D | -15.2% | +6.3% | -21.6% | -19.8% |
| 3M | -10.3% | +11.1% | -21.3% | -18.6% |
| 6M | +1.6% | +29.2% | -27.7% | -19.8% |
| YTD | +23.9% | +30.2% | -6.4% | -2.5% |
| 1Y | +58.0% | +39.5% | +18.5% | +16.9% |
| 3Y | +94.6% | +92.3% | +2.2% | +7.6% |
| 5Y | +70.4% | +43.0% | +27.4% | +21.2% |
| 10Y | +430.7% | +137.1% | +293.5% | +141.5% |
| All | +430.7% | +139.6% | +291.0% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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