+60.3%
FCX vs IJR
+24.2%
+36.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | -0.6% |
| 7D | -6.0% | +2.3% | -8.3% | -9.0% |
| 30D | -13.6% | +2.8% | -16.4% | -17.0% |
| 3M | -6.8% | -4.6% | -2.2% | 0.0% |
| 6M | +13.2% | +5.7% | +7.5% | +5.0% |
| YTD | +24.4% | +19.9% | +4.5% | -2.4% |
| 1Y | +60.3% | +24.2% | +36.1% | +21.2% |
| All | +60.3% | +24.2% | +36.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling