+59.6%
FCX vs IYR
+8.4%
+51.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | -4.9% | -1.2% | -3.6% | -4.3% |
| 30D | +4.8% | -2.9% | +7.7% | +6.2% |
| 3M | +4.6% | +0.8% | +3.8% | +2.8% |
| 6M | +10.8% | +1.9% | +9.0% | +6.6% |
| YTD | +44.2% | +9.6% | +34.6% | +30.2% |
| 1Y | +59.6% | +8.1% | +51.5% | +43.6% |
| All | +59.6% | +8.4% | +51.2% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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