+58.5%
FCX vs IEF
-7.9%
+66.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | +4.4% | -1.9% | +6.3% | +4.8% |
| 30D | -16.3% | +1.1% | -17.4% | -16.6% |
| 3M | -12.5% | -1.9% | -10.5% | -12.1% |
| 6M | -8.0% | -2.4% | -5.7% | -7.6% |
| YTD | +20.1% | -3.0% | +23.1% | +20.8% |
| 1Y | +45.9% | -3.1% | +49.1% | +46.8% |
| 3Y | +86.2% | +10.7% | +75.6% | +85.2% |
| All | +58.5% | -7.9% | +66.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling