+26.6%
FCX vs IJR
+16.8%
+9.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +1.4% |
| 7D | +3.1% | -1.1% | +4.2% | +5.0% |
| 30D | +8.1% | -3.6% | +11.7% | +15.3% |
| 3M | +18.9% | +2.3% | +16.6% | +12.7% |
| 6M | +26.6% | +14.3% | +12.3% | -3.5% |
| All | +26.6% | +16.8% | +9.8% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling