+663.9%
FCX vs ICE
+218.8%
+445.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +3.1% | -0.9% | +4.0% | +3.4% |
| 30D | +8.1% | +4.0% | +4.2% | +5.1% |
| 3M | +18.9% | +11.0% | +8.0% | +9.8% |
| 6M | +26.6% | -5.0% | +31.6% | +28.7% |
| YTD | +51.2% | -2.7% | +53.9% | +48.9% |
| 1Y | +75.6% | -8.6% | +84.2% | +80.6% |
| 3Y | +101.7% | +41.4% | +60.4% | +47.1% |
| 5Y | +134.6% | +39.9% | +94.8% | +70.1% |
| All | +663.9% | +218.8% | +445.1% | +221.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling