+185.7%
IONQ vs FCX
+139.3%
+46.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -7.8% |
| 7D | +16.8% | +4.4% | +12.4% | +14.3% |
| 30D | -11.1% | -16.3% | +5.2% | -0.9% |
| 3M | -31.7% | -12.5% | -19.2% | -26.1% |
| 6M | -44.8% | -8.0% | -36.7% | -41.7% |
| YTD | -31.2% | +20.1% | -51.4% | -37.4% |
| 1Y | -39.1% | +45.9% | -85.1% | -50.0% |
| 3Y | +189.5% | +86.2% | +103.2% | +100.7% |
| 5Y | +53.2% | +57.1% | -4.0% | +10.7% |
| All | +185.7% | +139.3% | +46.4% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling