+613.6%
FCX vs IYR
+68.4%
+545.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -5.7% |
| 7D | -1.9% | -2.8% | +1.0% | +0.8% |
| 30D | +3.4% | -2.5% | +5.9% | +5.8% |
| 3M | +15.0% | -3.0% | +17.9% | +17.4% |
| 6M | +14.6% | +1.6% | +13.0% | +11.9% |
| YTD | +41.2% | +7.3% | +33.9% | +30.8% |
| 1Y | +60.4% | +5.6% | +54.8% | +50.8% |
| 3Y | +88.4% | +28.1% | +60.3% | +46.8% |
| 5Y | +115.0% | +6.1% | +108.9% | +100.4% |
| All | +613.6% | +68.4% | +545.2% | +385.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling