+2,505.4%
FCX vs IYR
+700.6%
+1,804.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.8% |
| 7D | -4.9% | -1.2% | -3.6% | -3.9% |
| 30D | +4.8% | -2.9% | +7.7% | +7.2% |
| 3M | +4.6% | +0.8% | +3.8% | +3.2% |
| 6M | +10.8% | +1.9% | +9.0% | +8.6% |
| YTD | +44.2% | +9.6% | +34.6% | +32.9% |
| 1Y | +59.6% | +8.1% | +51.5% | +48.8% |
| 3Y | +82.2% | +29.2% | +53.0% | +47.1% |
| 5Y | +115.6% | +4.3% | +111.3% | +107.2% |
| 10Y | +670.6% | +64.7% | +605.9% | +421.2% |
| All | +2,505.4% | +700.6% | +1,804.9% | +480.1% |
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