+253.1%
IONQ vs FCX
+201.1%
+52.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.5% |
| 7D | +1.3% | +3.1% | -1.8% | -0.5% |
| 30D | -10.3% | +8.1% | -18.4% | -14.5% |
| 3M | -32.7% | +18.9% | -51.7% | -39.3% |
| 6M | +6.3% | +26.6% | -20.3% | -6.7% |
| YTD | -15.0% | +51.2% | -66.2% | -32.5% |
| 1Y | -13.3% | +75.6% | -88.9% | -37.4% |
| 3Y | +97.2% | +101.7% | -4.5% | +28.2% |
| 5Y | +278.7% | +134.6% | +144.1% | +131.4% |
| All | +253.1% | +201.1% | +52.0% | +105.9% |
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