+114.3%
FCX vs IR
+45.6%
+68.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.6% |
| 7D | -4.9% | -2.8% | -2.0% | -3.0% |
| 30D | +4.8% | -15.1% | +19.9% | +17.0% |
| 3M | +4.6% | +6.1% | -1.5% | -0.4% |
| 6M | +10.8% | -16.8% | +27.6% | +24.1% |
| YTD | +44.2% | -3.5% | +47.8% | +44.6% |
| 1Y | +59.6% | -3.5% | +63.1% | +59.1% |
| 3Y | +82.2% | +9.5% | +72.8% | +55.4% |
| All | +114.3% | +45.6% | +68.7% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling