+395.9%
FCX vs IBN
+389.8%
+6.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.8% | +11.1% | -11.9% | -6.1% |
| 30D | -15.1% | +23.9% | -38.9% | -24.1% |
| 3M | -9.6% | +16.3% | -25.9% | -16.8% |
| 6M | -3.1% | +34.2% | -37.3% | -17.2% |
| YTD | +23.4% | +17.6% | +5.9% | +12.7% |
| 1Y | +52.7% | +13.8% | +38.8% | +41.6% |
| 3Y | +91.4% | +57.0% | +34.4% | +47.9% |
| 5Y | +62.7% | +75.3% | -12.6% | +18.4% |
| 10Y | +395.9% | +388.7% | +7.2% | +133.5% |
| All | +395.9% | +389.8% | +6.0% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling