+60.3%
FCX vs IT
-17.9%
+78.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.5% |
| 7D | -6.0% | -5.5% | -0.5% | -6.4% |
| 30D | -13.6% | +10.3% | -23.9% | -12.3% |
| 3M | -6.8% | +11.5% | -18.3% | -4.9% |
| 6M | +13.2% | +40.3% | -27.1% | +20.3% |
| YTD | +24.4% | -17.9% | +42.3% | +29.6% |
| 1Y | +60.3% | -8.8% | +69.1% | +60.8% |
| All | +60.3% | -17.9% | +78.2% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling