+52.7%
FCX vs IBN
+15.0%
+37.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -0.8% | +11.1% | -11.9% | -4.9% |
| 30D | -15.1% | +23.9% | -38.9% | -23.1% |
| 3M | -9.6% | +16.3% | -25.9% | -15.3% |
| 6M | -3.1% | +34.2% | -37.3% | -17.3% |
| YTD | +23.4% | +17.6% | +5.9% | +7.9% |
| 1Y | +52.7% | +13.8% | +38.8% | +33.6% |
| All | +52.7% | +15.0% | +37.6% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling