-2.0%
FCX vs IR
+6.3%
-8.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.0% |
| 7D | -4.9% | +3.7% | -8.6% | -6.3% |
| 30D | -17.1% | +7.4% | -24.6% | -19.4% |
| 3M | -12.7% | -5.9% | -6.7% | -10.3% |
| 6M | -2.0% | +5.6% | -7.5% | -5.5% |
| All | -2.0% | +6.3% | -8.3% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling