+191.0%
IONQ vs FCX
+73.6%
+117.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.6% | +20.8% | +21.6% |
| 7D | +8.6% | -4.9% | +13.5% | +12.8% |
| 30D | -21.1% | -17.1% | -4.0% | -9.8% |
| 3M | -17.9% | -12.7% | -5.2% | -10.0% |
| 6M | -37.9% | -2.0% | -36.0% | -36.6% |
| YTD | -27.3% | +18.1% | -45.4% | -34.7% |
| 1Y | -43.2% | +55.2% | -98.4% | -57.2% |
| 3Y | +191.0% | +74.3% | +116.7% | +69.1% |
| All | +191.0% | +73.6% | +117.3% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling