+613.6%
FCX vs IAG
+423.2%
+190.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -6.0% |
| 7D | -1.9% | -4.1% | +2.2% | -0.8% |
| 30D | +3.4% | +10.6% | -7.2% | +0.7% |
| 3M | +15.0% | +35.4% | -20.4% | +6.3% |
| 6M | +14.6% | -9.5% | +24.2% | +16.7% |
| YTD | +41.2% | +21.8% | +19.4% | +33.5% |
| 1Y | +60.4% | +84.1% | -23.8% | +37.4% |
| 3Y | +88.4% | +817.4% | -728.9% | +7.9% |
| 5Y | +115.0% | +830.1% | -715.0% | +15.8% |
| All | +613.6% | +423.2% | +190.4% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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