+72.2%
FCX vs IBN
+73.9%
-1.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.9% |
| 7D | -2.4% | +15.8% | -18.1% | -9.9% |
| 30D | -18.0% | +25.1% | -43.0% | -27.6% |
| 3M | -14.3% | +16.0% | -30.2% | -21.3% |
| 6M | -1.7% | +32.8% | -34.5% | -16.6% |
| YTD | +19.8% | +18.0% | +1.8% | +8.3% |
| 1Y | +48.6% | +15.9% | +32.8% | +35.6% |
| 3Y | +85.8% | +57.6% | +28.2% | +36.9% |
| 5Y | +72.2% | +74.7% | -2.5% | +18.4% |
| All | +72.2% | +73.9% | -1.7% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling