+1,896.8%
IBM vs FCX
+1,056.8%
+840.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -0.3% | -4.9% | +4.6% | +0.4% |
| 30D | +0.3% | +4.8% | -4.5% | -0.5% |
| 3M | -21.6% | +4.6% | -26.2% | -22.7% |
| 6M | -4.7% | +10.8% | -15.5% | -7.2% |
| YTD | -19.1% | +44.2% | -63.3% | -24.6% |
| 1Y | -2.5% | +59.6% | -62.1% | -11.0% |
| 3Y | +74.2% | +82.2% | -8.1% | +52.4% |
| 5Y | +113.1% | +115.6% | -2.5% | +76.6% |
| 10Y | +133.5% | +670.6% | -537.0% | +48.2% |
| All | +1,896.8% | +1,056.8% | +840.0% | +941.3% |
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