+60.3%
FCX vs IRE
-97.6%
+157.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -23.2% | +24.6% | +3.5% |
| 7D | -6.0% | -46.8% | +40.8% | -1.2% |
| 30D | -13.6% | -75.5% | +61.9% | -3.4% |
| 3M | -6.8% | -79.4% | +72.6% | +4.2% |
| 6M | +13.2% | -91.3% | +104.4% | +29.7% |
| YTD | +24.4% | -90.8% | +115.2% | +36.1% |
| 1Y | +60.3% | -97.7% | +158.0% | +88.4% |
| All | +60.3% | -97.6% | +157.8% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling