+639.1%
FCX vs IR
+282.2%
+357.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +6.5% |
| 7D | +5.7% | +0.6% | +5.1% | +5.2% |
| 30D | +10.1% | -13.6% | +23.7% | +21.8% |
| 3M | +20.2% | +3.7% | +16.5% | +16.1% |
| 6M | +29.7% | -13.1% | +42.7% | +41.0% |
| YTD | +51.9% | -5.1% | +57.1% | +54.3% |
| 1Y | +66.0% | -6.5% | +72.4% | +69.4% |
| 3Y | +102.7% | +8.5% | +94.2% | +78.5% |
| 5Y | +138.9% | +43.3% | +95.6% | +69.1% |
| All | +639.1% | +282.2% | +357.0% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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