+1,882.7%
FCX vs IBB
+560.8%
+1,321.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -4.9% | +1.4% | -6.3% | -5.9% |
| 30D | +4.8% | +10.5% | -5.7% | -2.7% |
| 3M | +4.6% | +23.6% | -19.0% | -10.7% |
| 6M | +10.8% | +22.6% | -11.8% | -4.5% |
| YTD | +44.2% | +25.7% | +18.5% | +21.9% |
| 1Y | +59.6% | +51.4% | +8.2% | +17.8% |
| 3Y | +82.2% | +64.4% | +17.9% | +26.6% |
| 5Y | +115.6% | +22.1% | +93.5% | +84.0% |
| 10Y | +670.6% | +132.5% | +538.1% | +324.4% |
| All | +1,882.7% | +560.8% | +1,321.9% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling