+60.3%
FCX vs ICE
+21.0%
+39.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +1.8% |
| 7D | -6.0% | +12.2% | -18.2% | -3.9% |
| 30D | -13.6% | +15.0% | -28.6% | -11.3% |
| 3M | -6.8% | +17.6% | -24.4% | -4.0% |
| 6M | +13.2% | +12.6% | +0.6% | +17.9% |
| YTD | +24.4% | +9.1% | +15.3% | +22.7% |
| 1Y | +60.3% | +20.6% | +39.7% | +43.9% |
| All | +60.3% | +21.0% | +39.3% | +43.9% |
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