+1,744.0%
FCX vs IBN
+1,532.9%
+211.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -4.9% | +1.4% | -6.3% | -5.3% |
| 30D | +4.8% | -0.3% | +5.1% | +4.9% |
| 3M | +4.6% | +17.1% | -12.5% | -1.2% |
| 6M | +10.8% | +3.4% | +7.4% | +9.7% |
| YTD | +44.2% | +2.5% | +41.7% | +42.9% |
| 1Y | +59.6% | -4.2% | +63.7% | +61.6% |
| 3Y | +82.2% | +32.4% | +49.9% | +63.2% |
| 5Y | +115.6% | +59.2% | +56.4% | +80.8% |
| 10Y | +670.6% | +345.7% | +324.9% | +336.2% |
| All | +1,744.0% | +1,532.9% | +211.1% | +594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling