+138.9%
FCX vs IAG
+766.8%
-628.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.2% | +5.9% |
| 7D | +5.7% | +4.3% | +1.5% | +4.2% |
| 30D | +10.1% | +9.8% | +0.3% | +6.8% |
| 3M | +20.2% | +28.9% | -8.7% | +10.5% |
| 6M | +29.7% | -7.6% | +37.3% | +31.3% |
| YTD | +51.9% | +22.0% | +30.0% | +41.3% |
| 1Y | +66.0% | +99.5% | -33.5% | +33.9% |
| 3Y | +102.7% | +818.3% | -715.5% | +0.6% |
| 5Y | +138.9% | +785.9% | -647.0% | +7.1% |
| All | +138.9% | +766.8% | -628.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling