+373.5%
FCX vs IP
+20.8%
+352.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.9% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -14.7% | +7.9% | -22.7% | -18.8% |
| 3M | -11.2% | -15.3% | +4.2% | -2.5% |
| 6M | -11.4% | +10.5% | -21.9% | -18.6% |
| YTD | +17.7% | -9.4% | +27.1% | +18.5% |
| 1Y | +47.5% | -4.6% | +52.1% | +43.3% |
| 3Y | +83.9% | +21.2% | +62.6% | +37.0% |
| 5Y | +54.0% | -13.3% | +67.3% | +44.9% |
| All | +373.5% | +20.8% | +352.7% | +267.6% |
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