+789.9%
FCX vs IP
+131.9%
+658.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.6% | -5.3% |
| 7D | -12.5% | -5.0% | -7.5% | -9.8% |
| 30D | -20.0% | +6.5% | -26.6% | -23.1% |
| 3M | -16.4% | -18.0% | +1.7% | -7.0% |
| 6M | +0.8% | +10.3% | -9.5% | -6.6% |
| YTD | +15.1% | -9.9% | +24.9% | +16.4% |
| 1Y | +45.3% | -1.1% | +46.4% | +39.0% |
| 3Y | +70.9% | +13.0% | +57.9% | +42.4% |
| 5Y | +67.5% | -12.3% | +79.8% | +60.9% |
| 10Y | +483.0% | +26.8% | +456.2% | +348.2% |
| All | +789.9% | +131.9% | +658.0% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling