+70.4%
FCX vs IOT
+66.1%
+4.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.3% | +0.9% | -1.2% | -0.4% |
| 30D | -14.7% | +1.4% | -16.1% | -15.0% |
| 3M | -11.2% | +0.5% | -11.7% | -11.7% |
| 6M | -11.4% | +50.3% | -61.7% | -19.1% |
| YTD | +17.7% | +16.7% | +1.1% | +11.0% |
| 1Y | +47.5% | +6.8% | +40.7% | +41.2% |
| 3Y | +83.9% | +75.5% | +8.4% | +54.0% |
| All | +70.4% | +66.1% | +4.3% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling