+265.9%
IONQ vs FCX
+187.3%
+78.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.1% |
| 7D | +0.8% | -4.9% | +5.7% | +3.7% |
| 30D | -1.0% | +4.8% | -5.8% | -3.8% |
| 3M | -39.8% | +4.6% | -44.4% | -41.4% |
| 6M | +6.4% | +10.8% | -4.4% | +0.3% |
| YTD | -11.9% | +44.2% | -56.1% | -28.1% |
| 1Y | -6.2% | +59.6% | -65.7% | -28.7% |
| 3Y | +125.7% | +82.2% | +43.5% | +54.5% |
| 5Y | +296.0% | +115.6% | +180.4% | +149.5% |
| All | +265.9% | +187.3% | +78.6% | +119.3% |
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