+2,026.8%
FCX vs IYR
+707.1%
+1,319.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | -14.7% | +6.6% | -21.3% | -19.1% |
| 3M | -11.2% | -1.8% | -9.3% | -9.9% |
| 6M | -11.4% | +1.4% | -12.8% | -13.2% |
| YTD | +17.7% | +10.5% | +7.2% | +7.6% |
| 1Y | +47.5% | +10.6% | +36.9% | +34.8% |
| 3Y | +83.9% | +41.8% | +42.1% | +37.8% |
| 5Y | +54.0% | +6.0% | +47.9% | +46.0% |
| 10Y | +372.9% | +86.7% | +286.2% | +190.2% |
| All | +2,026.8% | +707.1% | +1,319.6% | +370.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling