+754.4%
FCX vs IAG
+303.8%
+450.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.4% |
| 7D | -0.3% | -7.7% | +7.4% | +2.3% |
| 30D | -14.7% | +1.6% | -16.3% | -15.5% |
| 3M | -11.2% | -2.4% | -8.7% | -10.9% |
| 6M | -11.4% | -7.8% | -3.6% | -9.7% |
| YTD | +17.7% | +5.0% | +12.7% | +13.6% |
| 1Y | +47.5% | +25.7% | +21.8% | +34.0% |
| 3Y | +83.9% | +694.5% | -610.6% | -16.2% |
| 5Y | +54.0% | +421.7% | -367.7% | -27.2% |
| 10Y | +372.9% | +382.5% | -9.6% | +76.5% |
| All | +754.4% | +303.8% | +450.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling