+1,993.1%
IBM vs FCX
+861.3%
+1,131.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.5% |
| 7D | -1.5% | -2.4% | +0.8% | -1.2% |
| 30D | +8.4% | -18.0% | +26.4% | +11.5% |
| 3M | +4.2% | -14.3% | +18.5% | +6.2% |
| 6M | +7.9% | -1.7% | +9.7% | +7.0% |
| YTD | -15.2% | +19.8% | -35.0% | -19.0% |
| 1Y | -18.7% | +48.6% | -67.4% | -24.9% |
| 3Y | +79.2% | +85.8% | -6.6% | +55.9% |
| 5Y | +144.7% | +72.2% | +72.5% | +109.8% |
| 10Y | +141.6% | +386.3% | -244.7% | +63.6% |
| All | +1,993.1% | +861.3% | +1,131.8% | +1,018.7% |
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