+115.8%
FCX vs IJH
+48.0%
+67.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.3% |
| 7D | -2.3% | -1.9% | -0.4% | +0.3% |
| 30D | +2.7% | -4.6% | +7.3% | +9.6% |
| 3M | +7.4% | -1.2% | +8.5% | +9.5% |
| 6M | +16.0% | +9.4% | +6.6% | +4.3% |
| YTD | +40.9% | +13.3% | +27.6% | +21.1% |
| 1Y | +56.4% | +13.4% | +43.0% | +35.0% |
| 3Y | +84.2% | +50.4% | +33.8% | +10.3% |
| All | +115.8% | +48.0% | +67.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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