+2,684.7%
FCX vs IJH
+1,055.9%
+1,628.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +1.0% |
| 7D | +3.1% | -0.7% | +3.8% | +4.1% |
| 30D | +8.1% | -3.8% | +12.0% | +14.0% |
| 3M | +18.9% | 0.0% | +18.9% | +19.4% |
| 6M | +26.6% | +8.8% | +17.9% | +14.3% |
| YTD | +51.2% | +13.5% | +37.6% | +28.8% |
| 1Y | +75.6% | +15.4% | +60.1% | +46.9% |
| 3Y | +101.7% | +50.9% | +50.8% | +17.4% |
| 5Y | +134.6% | +47.8% | +86.8% | +43.0% |
| 10Y | +724.2% | +183.1% | +541.1% | +127.4% |
| All | +2,684.7% | +1,055.9% | +1,628.9% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling