+84.6%
FCX vs IOT
+24.0%
+60.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.0% | -6.5% |
| 7D | -1.9% | -0.8% | -1.1% | -1.8% |
| 30D | +3.4% | -4.7% | +8.1% | +3.9% |
| 3M | +15.0% | +17.8% | -2.8% | +10.8% |
| 6M | +14.6% | +16.8% | -2.2% | +9.9% |
| YTD | +41.2% | +8.4% | +32.8% | +36.2% |
| 1Y | +60.4% | -0.8% | +61.2% | +57.4% |
| All | +84.6% | +24.0% | +60.5% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling