+83.9%
FCX vs IBB
+86.1%
-2.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -0.3% | -0.5% | +0.2% | +0.3% |
| 30D | -14.7% | +4.6% | -19.3% | -17.7% |
| 3M | -11.2% | +6.8% | -18.0% | -16.4% |
| 6M | -11.4% | +23.1% | -34.5% | -26.8% |
| YTD | +17.7% | +26.0% | -8.3% | -4.5% |
| 1Y | +47.5% | +30.4% | +17.1% | +16.2% |
| 3Y | +83.9% | +85.4% | -1.5% | +6.7% |
| All | +83.9% | +86.1% | -2.2% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling