+227.2%
IONQ vs FCX
+146.8%
+80.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +5.5% |
| 7D | +25.5% | -1.0% | +26.5% | +26.8% |
| 30D | -11.4% | -15.2% | +3.8% | -1.9% |
| 3M | -20.5% | -10.3% | -10.2% | -15.3% |
| 6M | -28.2% | +1.6% | -29.8% | -28.2% |
| YTD | -21.2% | +23.9% | -45.1% | -29.6% |
| 1Y | -40.4% | +58.0% | -98.4% | -53.3% |
| 3Y | +214.7% | +94.6% | +120.1% | +112.9% |
| 5Y | +56.9% | +70.4% | -13.5% | +10.4% |
| All | +227.2% | +146.8% | +80.5% | +114.8% |
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