+612.2%
FCX vs IJR
+172.1%
+440.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.9% |
| 7D | -2.3% | -2.2% | -0.1% | +0.5% |
| 30D | +2.7% | -4.6% | +7.3% | +9.0% |
| 3M | +7.4% | +0.2% | +7.2% | +7.2% |
| 6M | +16.0% | +14.7% | +1.3% | -1.5% |
| YTD | +40.9% | +18.9% | +22.1% | +14.4% |
| 1Y | +56.4% | +19.9% | +36.5% | +25.9% |
| 3Y | +84.2% | +53.0% | +31.2% | +6.9% |
| 5Y | +114.6% | +40.9% | +73.8% | +39.7% |
| All | +612.2% | +172.1% | +440.1% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling