+134.6%
FCX vs IYR
+4.2%
+130.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.5% |
| 7D | +3.1% | -0.9% | +4.0% | +3.9% |
| 30D | +8.1% | -2.4% | +10.5% | +10.3% |
| 3M | +18.9% | -2.0% | +20.9% | +20.2% |
| 6M | +26.6% | +2.5% | +24.1% | +22.6% |
| YTD | +51.2% | +8.3% | +42.9% | +38.8% |
| 1Y | +75.6% | +6.5% | +69.1% | +63.9% |
| 3Y | +101.7% | +29.3% | +72.4% | +56.2% |
| 5Y | +134.6% | +5.7% | +129.0% | +121.7% |
| All | +134.6% | +4.2% | +130.4% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling