+59.6%
FCX vs ICE
-7.2%
+66.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.9% |
| 30D | +4.8% | +7.6% | -2.8% | +5.6% |
| 3M | +4.6% | +13.9% | -9.3% | +6.5% |
| 6M | +10.8% | -2.4% | +13.2% | +13.4% |
| YTD | +44.2% | +0.3% | +44.0% | +43.1% |
| 1Y | +59.6% | -6.4% | +66.0% | +60.2% |
| All | +59.6% | -7.2% | +66.7% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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