+1,523.2%
FCX vs IEF
+129.4%
+1,393.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.9% | -0.3% | -4.6% | -5.3% |
| 30D | +4.8% | -0.8% | +5.6% | +3.5% |
| 3M | +4.6% | -1.0% | +5.6% | +2.8% |
| 6M | +10.8% | -2.8% | +13.6% | +5.3% |
| YTD | +44.2% | -1.5% | +45.7% | +39.9% |
| 1Y | +59.6% | -0.4% | +60.0% | +57.3% |
| 3Y | +82.2% | +9.7% | +72.6% | +108.0% |
| 5Y | +115.6% | -8.3% | +123.9% | +69.1% |
| 10Y | +670.6% | +4.6% | +665.9% | +733.8% |
| All | +1,523.2% | +129.4% | +1,393.8% | +7,622.9% |
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 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