+346.0%
FCX vs ICE
+2,331.7%
-1,985.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +1.2% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | +4.8% | +7.6% | -2.8% | +1.0% |
| 3M | +4.6% | +13.9% | -9.3% | -2.6% |
| 6M | +10.8% | -2.4% | +13.2% | +10.5% |
| YTD | +44.2% | +0.3% | +44.0% | +40.8% |
| 1Y | +59.6% | -6.4% | +66.0% | +60.9% |
| 3Y | +82.2% | +43.1% | +39.1% | +48.2% |
| 5Y | +115.6% | +42.1% | +73.5% | +75.7% |
| 10Y | +670.6% | +220.9% | +449.6% | +330.9% |
| All | +346.0% | +2,331.7% | -1,985.7% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling