+134.6%
FCX vs IRM
+190.5%
-55.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +3.1% | +3.0% | +0.1% | +1.5% |
| 30D | +8.1% | -5.2% | +13.3% | +10.7% |
| 3M | +18.9% | -8.0% | +27.0% | +23.5% |
| 6M | +26.6% | +9.2% | +17.4% | +20.5% |
| YTD | +51.2% | +41.0% | +10.2% | +25.6% |
| 1Y | +75.6% | +23.3% | +52.3% | +55.9% |
| 3Y | +101.7% | +102.8% | -1.1% | +27.4% |
| 5Y | +134.6% | +192.8% | -58.1% | +16.2% |
| All | +134.6% | +190.5% | -55.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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