+62.7%
FCX vs ICE
+43.9%
+18.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.0% |
| 7D | -0.8% | +3.2% | -4.0% | -2.1% |
| 30D | -15.1% | +14.7% | -29.8% | -20.4% |
| 3M | -9.6% | +19.8% | -29.4% | -17.4% |
| 6M | -3.1% | +15.2% | -18.3% | -9.8% |
| YTD | +23.4% | +12.7% | +10.8% | +14.2% |
| 1Y | +52.7% | +20.4% | +32.3% | +35.1% |
| 3Y | +91.4% | +70.8% | +20.6% | +28.2% |
| 5Y | +62.7% | +43.9% | +18.8% | +22.7% |
| All | +62.7% | +43.9% | +18.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling