+138.9%
FCX vs IT
-44.6%
+183.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.4% | +12.8% | +6.9% |
| 7D | +5.7% | -9.1% | +14.9% | +7.6% |
| 30D | +10.1% | -7.0% | +17.1% | +11.4% |
| 3M | +20.2% | +7.6% | +12.5% | +16.6% |
| 6M | +29.7% | +2.1% | +27.6% | +26.4% |
| YTD | +51.9% | -31.6% | +83.5% | +67.4% |
| 1Y | +66.0% | -29.9% | +95.9% | +79.1% |
| 3Y | +102.7% | -51.3% | +154.0% | +147.2% |
| 5Y | +138.9% | -44.8% | +183.6% | +160.7% |
| All | +138.9% | -44.6% | +183.4% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling