+47.5%
FCX vs IRE
-97.6%
+145.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.4% | +12.4% | -0.6% |
| 7D | -0.3% | -31.8% | +31.5% | +3.1% |
| 30D | -14.7% | -71.8% | +57.0% | -6.6% |
| 3M | -11.2% | -88.9% | +77.7% | +4.7% |
| 6M | -11.4% | -95.4% | +84.0% | +7.6% |
| YTD | +17.7% | -94.2% | +112.0% | +34.0% |
| 1Y | +47.5% | -97.1% | +144.6% | +71.2% |
| All | +47.5% | -97.6% | +145.1% | +71.2% |
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