+2,024.7%
IBM vs FCX
+890.2%
+1,134.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.1% |
| 7D | -1.7% | -0.8% | -1.0% | -1.7% |
| 30D | +10.1% | -15.1% | +25.2% | +12.6% |
| 3M | +4.8% | -9.6% | +14.4% | +6.0% |
| 6M | +12.6% | -3.1% | +15.7% | +11.9% |
| YTD | -13.9% | +23.4% | -37.3% | -18.1% |
| 1Y | -18.7% | +52.7% | -71.4% | -25.2% |
| 3Y | +81.9% | +91.4% | -9.5% | +57.6% |
| 5Y | +148.3% | +62.7% | +85.6% | +114.9% |
| 10Y | +143.6% | +395.9% | -252.2% | +64.5% |
| All | +2,024.7% | +890.2% | +1,134.5% | +1,030.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling