+45.2%
FCX vs IRE
-97.2%
+142.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +39.6% | -37.0% | -1.0% |
| 7D | -4.9% | -27.2% | +22.3% | -3.8% |
| 30D | -17.1% | -75.1% | +58.0% | -8.8% |
| 3M | -12.7% | -77.9% | +65.2% | -4.3% |
| 6M | -2.0% | -94.6% | +92.6% | +15.4% |
| YTD | +18.1% | -91.5% | +109.6% | +29.1% |
| 1Y | +55.2% | -97.8% | +153.0% | +76.2% |
| All | +45.2% | -97.2% | +142.4% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling