+55.2%
FCX vs IP
-0.2%
+55.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | -4.9% | -5.1% | +0.2% | -3.3% |
| 30D | -17.1% | +8.5% | -25.6% | -19.2% |
| 3M | -12.7% | -13.8% | +1.2% | -8.7% |
| 6M | -2.0% | +5.7% | -7.7% | -4.8% |
| YTD | +18.1% | -9.1% | +27.2% | +18.7% |
| 1Y | +55.2% | -0.8% | +56.0% | +50.6% |
| All | +55.2% | -0.2% | +55.4% | +50.6% |
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 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