+102.7%
FCX vs IBN
+29.3%
+73.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.9% | +6.5% |
| 7D | +5.7% | -2.2% | +7.9% | +6.7% |
| 30D | +10.1% | -2.3% | +12.3% | +11.1% |
| 3M | +20.2% | +15.9% | +4.3% | +12.1% |
| 6M | +29.7% | +5.6% | +24.1% | +26.0% |
| YTD | +51.9% | -0.1% | +52.0% | +50.2% |
| 1Y | +66.0% | -6.5% | +72.5% | +68.0% |
| 3Y | +102.7% | +29.3% | +73.4% | +83.6% |
| All | +102.7% | +29.3% | +73.4% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling