+1,523.4%
FCX vs IBB
+566.2%
+957.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.4% |
| 7D | -4.9% | -1.8% | -3.1% | -3.5% |
| 30D | -17.1% | +5.1% | -22.2% | -20.2% |
| 3M | -12.7% | +10.7% | -23.4% | -19.2% |
| 6M | -2.0% | +22.9% | -24.9% | -16.3% |
| YTD | +18.1% | +26.7% | -8.6% | -1.1% |
| 1Y | +55.2% | +35.1% | +20.1% | +24.0% |
| 3Y | +74.3% | +80.2% | -5.9% | +13.0% |
| 5Y | +71.9% | +37.8% | +34.0% | +34.2% |
| 10Y | +498.4% | +161.2% | +337.2% | +204.1% |
| All | +1,523.4% | +566.2% | +957.2% | +281.4% |
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