+653.3%
FCX vs IP
+23.2%
+630.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.1% |
| 7D | -4.9% | -5.3% | +0.4% | -1.7% |
| 30D | +4.8% | -10.9% | +15.7% | +12.2% |
| 3M | +4.6% | +11.2% | -6.6% | -3.6% |
| 6M | +10.8% | -10.2% | +21.1% | +15.2% |
| YTD | +44.2% | -2.0% | +46.2% | +39.3% |
| 1Y | +59.6% | -19.1% | +78.7% | +72.4% |
| 3Y | +82.2% | +20.9% | +61.4% | +38.1% |
| 5Y | +115.6% | -17.8% | +133.4% | +114.7% |
| All | +653.3% | +23.2% | +630.1% | +413.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling