+138.9%
FCX vs ICE
+42.0%
+96.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.2% | +7.5% | +6.4% |
| 7D | +5.7% | -1.2% | +6.9% | +6.1% |
| 30D | +10.1% | +5.0% | +5.1% | +7.2% |
| 3M | +20.2% | +13.9% | +6.3% | +11.6% |
| 6M | +29.7% | -4.4% | +34.1% | +32.1% |
| YTD | +51.9% | -1.9% | +53.8% | +50.2% |
| 1Y | +66.0% | -8.1% | +74.1% | +71.2% |
| 3Y | +102.7% | +42.5% | +60.3% | +50.5% |
| 5Y | +138.9% | +40.6% | +98.2% | +81.2% |
| All | +138.9% | +42.0% | +96.9% | +81.2% |
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 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