+373.5%
FCX vs IAG
+389.3%
-15.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -0.3% | -7.7% | +7.4% | +1.7% |
| 30D | -14.7% | +1.6% | -16.3% | -15.3% |
| 3M | -11.2% | -2.4% | -8.7% | -10.9% |
| 6M | -11.4% | -7.8% | -3.6% | -10.0% |
| YTD | +17.7% | +5.0% | +12.7% | +15.3% |
| 1Y | +47.5% | +25.7% | +21.8% | +38.6% |
| 3Y | +83.9% | +694.5% | -610.6% | +9.6% |
| 5Y | +54.0% | +421.7% | -367.7% | -7.0% |
| All | +373.5% | +389.3% | -15.7% | +185.5% |
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