+60.3%
FCX vs IP
+2.3%
+58.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -6.0% | +3.4% | -9.4% | -7.0% |
| 30D | -13.6% | +11.2% | -24.8% | -16.5% |
| 3M | -6.8% | -14.8% | +8.0% | -2.3% |
| 6M | +13.2% | +17.3% | -4.1% | +6.8% |
| YTD | +24.4% | -6.2% | +30.6% | +23.7% |
| 1Y | +60.3% | +2.3% | +57.9% | +54.1% |
| All | +60.3% | +2.3% | +58.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling