+2,684.7%
FCX vs IJR
+1,130.2%
+1,554.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.8% |
| 7D | +3.1% | -1.1% | +4.2% | +4.4% |
| 30D | +8.1% | -3.6% | +11.7% | +13.0% |
| 3M | +18.9% | +2.3% | +16.6% | +15.9% |
| 6M | +26.6% | +14.3% | +12.3% | +8.7% |
| YTD | +51.2% | +19.3% | +31.9% | +23.3% |
| 1Y | +75.6% | +22.6% | +52.9% | +38.9% |
| 3Y | +101.7% | +53.5% | +48.2% | +20.5% |
| 5Y | +134.6% | +39.9% | +94.7% | +58.9% |
| 10Y | +724.2% | +172.1% | +552.1% | +171.9% |
| All | +2,684.7% | +1,130.2% | +1,554.5% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling