+946.7%
FCX vs IAG
+377.5%
+569.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | -4.9% | -0.5% | -4.3% | -4.8% |
| 30D | +4.8% | +28.9% | -24.1% | -4.1% |
| 3M | +4.6% | +19.1% | -14.5% | -1.6% |
| 6M | +10.8% | -10.3% | +21.1% | +14.1% |
| YTD | +44.2% | +24.2% | +20.0% | +32.2% |
| 1Y | +59.6% | +116.5% | -56.9% | +20.9% |
| 3Y | +82.2% | +742.8% | -660.6% | -18.8% |
| 5Y | +115.6% | +753.3% | -637.7% | -13.6% |
| 10Y | +670.6% | +403.2% | +267.4% | +181.7% |
| All | +946.7% | +377.5% | +569.2% | +101.7% |
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