+601.6%
FCX vs IR
+288.5%
+313.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.7% |
| 7D | -4.9% | -2.8% | -2.0% | -2.9% |
| 30D | +4.8% | -15.1% | +19.9% | +17.5% |
| 3M | +4.6% | +6.1% | -1.5% | -0.5% |
| 6M | +10.8% | -16.8% | +27.6% | +24.6% |
| YTD | +44.2% | -3.5% | +47.8% | +44.8% |
| 1Y | +59.6% | -3.5% | +63.1% | +59.3% |
| 3Y | +82.2% | +9.5% | +72.8% | +59.5% |
| 5Y | +115.6% | +45.1% | +70.5% | +51.2% |
| All | +601.6% | +288.5% | +313.1% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling