+108.8%
FCX vs IOT
+61.4%
+47.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.4% |
| 7D | -4.9% | -2.3% | -2.5% | -4.6% |
| 30D | +4.8% | +3.8% | +1.0% | +3.9% |
| 3M | +4.6% | +14.2% | -9.6% | +1.2% |
| 6M | +10.8% | +40.1% | -29.3% | +1.5% |
| YTD | +44.2% | +13.4% | +30.8% | +37.1% |
| 1Y | +59.6% | +12.2% | +47.4% | +51.2% |
| 3Y | +82.2% | +30.0% | +52.3% | +61.2% |
| All | +108.8% | +61.4% | +47.3% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling