+402.6%
FCX vs INVH
+79.4%
+323.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +3.1% | -2.3% | +5.4% | +4.5% |
| 30D | +8.1% | -5.7% | +13.8% | +11.7% |
| 3M | +18.9% | -4.5% | +23.4% | +21.2% |
| 6M | +26.6% | +11.0% | +15.6% | +17.1% |
| YTD | +51.2% | +3.7% | +47.5% | +44.7% |
| 1Y | +75.6% | -2.8% | +78.4% | +74.6% |
| 3Y | +101.7% | -7.1% | +108.9% | +102.5% |
| 5Y | +134.6% | -19.4% | +154.1% | +154.3% |
| All | +402.6% | +79.4% | +323.2% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling