+1,015.5%
FCX vs IT
+1,146.1%
-130.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +1.5% |
| 7D | -4.9% | -6.0% | +1.2% | -3.3% |
| 30D | +4.8% | 0.0% | +4.8% | +4.6% |
| 3M | +4.6% | +13.1% | -8.5% | -1.0% |
| 6M | +10.8% | +11.7% | -0.9% | +3.8% |
| YTD | +44.2% | -26.1% | +70.3% | +49.5% |
| 1Y | +59.6% | -21.3% | +80.8% | +61.2% |
| 3Y | +82.2% | -46.7% | +129.0% | +102.1% |
| 5Y | +115.6% | -40.5% | +156.1% | +130.5% |
| 10Y | +670.6% | +103.9% | +566.7% | +489.4% |
| All | +1,015.5% | +1,146.1% | -130.6% | +419.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling