+52.7%
FCX vs IP
-4.7%
+57.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.4% |
| 7D | -0.8% | -2.8% | +2.0% | +0.2% |
| 30D | -15.1% | +9.2% | -24.3% | -17.3% |
| 3M | -9.6% | -16.1% | +6.5% | -4.7% |
| 6M | -3.1% | +9.6% | -12.6% | -6.7% |
| YTD | +23.4% | -8.8% | +32.2% | +23.9% |
| 1Y | +52.7% | -5.5% | +58.2% | +50.7% |
| All | +52.7% | -4.7% | +57.4% | +50.7% |
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