+47.7%
FCX vs IRE
-97.8%
+145.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.5% | +10.8% | -1.4% |
| 7D | +4.4% | +11.1% | -6.7% | +2.7% |
| 30D | -16.3% | -75.2% | +58.8% | -7.9% |
| 3M | -12.5% | -86.4% | +73.9% | +0.4% |
| 6M | -8.0% | -94.8% | +86.8% | +9.2% |
| YTD | +20.1% | -93.3% | +113.4% | +33.8% |
| 1Y | +45.9% | -97.5% | +143.4% | +66.5% |
| All | +47.7% | -97.8% | +145.5% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling