+53.6%
FCX vs IBB
+38.4%
+15.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | +2.8% |
| 7D | -1.0% | +2.7% | -3.7% | -2.8% |
| 30D | -15.2% | +6.3% | -21.6% | -18.9% |
| 3M | -10.3% | +11.1% | -21.3% | -17.8% |
| 6M | +1.6% | +29.2% | -27.7% | -19.3% |
| YTD | +23.9% | +30.2% | -6.4% | -1.3% |
| All | +53.6% | +38.4% | +15.2% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling