+144.8%
IBM vs FCX
+379.1%
-234.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.0% |
| 7D | -0.3% | +4.4% | -4.7% | -1.1% |
| 30D | +6.8% | -16.3% | +23.1% | +9.9% |
| 3M | +4.4% | -12.5% | +16.9% | +6.3% |
| 6M | +13.2% | -8.0% | +21.2% | +13.4% |
| YTD | -15.1% | +20.1% | -35.3% | -19.9% |
| 1Y | -20.2% | +45.9% | -66.1% | -27.4% |
| 3Y | +79.3% | +86.2% | -6.9% | +49.6% |
| 5Y | +147.5% | +57.1% | +90.4% | +106.0% |
| All | +144.8% | +379.1% | -234.3% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling