+187.0%
FCX vs IBKR
+1,349.8%
-1,162.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.5% |
| 7D | -2.3% | -1.3% | -0.9% | -1.5% |
| 30D | +2.7% | -0.2% | +2.9% | +2.5% |
| 3M | +7.4% | +3.0% | +4.4% | +4.7% |
| 6M | +16.0% | +33.9% | -17.8% | -3.4% |
| YTD | +40.9% | +42.5% | -1.6% | +12.5% |
| 1Y | +56.4% | +44.9% | +11.6% | +23.2% |
| 3Y | +84.2% | +293.0% | -208.8% | -26.8% |
| 5Y | +114.6% | +497.7% | -383.0% | -37.1% |
| 10Y | +668.4% | +1,004.4% | -336.0% | +51.0% |
| All | +187.0% | +1,349.8% | -1,162.8% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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