+51.8%
FCX vs IRE
-97.5%
+149.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.1% | -9.1% | +1.9% |
| 7D | -0.8% | -15.1% | +14.4% | -0.4% |
| 30D | -15.1% | -71.4% | +56.3% | -7.6% |
| 3M | -9.6% | -81.2% | +71.6% | +0.6% |
| 6M | -3.1% | -93.7% | +90.7% | +13.3% |
| YTD | +23.4% | -92.2% | +115.7% | +35.8% |
| 1Y | +52.7% | -97.3% | +149.9% | +72.4% |
| All | +51.8% | -97.5% | +149.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling