+115.8%
FCX vs INVH
-20.2%
+136.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.3% | -3.0% | +0.7% | -0.8% |
| 30D | +2.7% | -7.5% | +10.2% | +6.5% |
| 3M | +7.4% | -5.5% | +12.9% | +9.7% |
| 6M | +16.0% | +11.7% | +4.3% | +7.6% |
| YTD | +40.9% | +1.3% | +39.6% | +37.2% |
| 1Y | +56.4% | -6.1% | +62.5% | +59.0% |
| 3Y | +84.2% | -9.8% | +94.0% | +87.7% |
| All | +115.8% | -20.2% | +136.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 5y: compounded portfolio wealth divided by compounded INVH 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…
5y analysis · Full analysis span regression · 6 months rolling