+120.6%
IBM vs FCX
+136.7%
-16.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +3.6% | +3.1% | +0.4% | +3.2% |
| 30D | +1.5% | +8.1% | -6.6% | +0.5% |
| 3M | -12.9% | +18.9% | -31.8% | -15.1% |
| 6M | -3.9% | +26.6% | -30.5% | -7.2% |
| YTD | -17.3% | +51.2% | -68.5% | -22.3% |
| 1Y | -5.0% | +75.6% | -80.5% | -12.9% |
| 3Y | +78.2% | +101.7% | -23.5% | +55.9% |
| 5Y | +120.6% | +134.6% | -14.0% | +83.1% |
| All | +120.6% | +136.7% | -16.0% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling