+1,224.9%
FCX vs IEF
+125.4%
+1,099.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.3% |
| 7D | -0.3% | -2.0% | +1.7% | -3.3% |
| 30D | -14.7% | +0.7% | -15.4% | -13.7% |
| 3M | -11.2% | -2.5% | -8.7% | -14.5% |
| 6M | -11.4% | -2.6% | -8.8% | -15.2% |
| YTD | +17.7% | -3.2% | +20.9% | +11.2% |
| 1Y | +47.5% | -3.0% | +50.5% | +39.6% |
| 3Y | +83.9% | +10.5% | +73.4% | +114.1% |
| 5Y | +54.0% | -8.2% | +62.1% | +22.1% |
| 10Y | +372.9% | +6.7% | +366.2% | +434.0% |
| All | +1,224.9% | +125.4% | +1,099.6% | +6,040.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling