+134.6%
FCX vs IEF
-8.6%
+143.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | +8.1% | -0.6% | +8.7% | +8.2% |
| 3M | +18.9% | -1.0% | +19.9% | +19.1% |
| 6M | +26.6% | -3.1% | +29.7% | +26.8% |
| YTD | +51.2% | -1.9% | +53.0% | +51.5% |
| 1Y | +75.6% | -1.4% | +76.9% | +75.9% |
| 3Y | +101.7% | +9.8% | +91.9% | +101.3% |
| 5Y | +134.6% | -8.8% | +143.5% | +88.8% |
| All | +134.6% | -8.6% | +143.2% | +88.8% |
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