-20.2%
IBM vs FCX
+47.1%
-67.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.3% |
| 7D | -0.3% | +4.4% | -4.7% | -0.4% |
| 30D | +6.8% | -16.3% | +23.1% | +7.2% |
| 3M | +4.4% | -12.5% | +16.9% | +4.8% |
| 6M | +13.2% | -8.0% | +21.2% | +14.0% |
| YTD | -15.1% | +20.1% | -35.3% | -18.3% |
| 1Y | -20.2% | +45.9% | -66.1% | -26.2% |
| All | -20.2% | +47.1% | -67.3% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling