+796.0%
FCX vs IAG
+321.3%
+474.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.8% |
| 7D | -0.8% | +3.4% | -4.2% | -2.0% |
| 30D | -15.1% | -2.7% | -12.4% | -14.6% |
| 3M | -9.6% | -0.5% | -9.1% | -9.9% |
| 6M | -3.1% | -4.8% | +1.8% | -2.3% |
| YTD | +23.4% | +9.6% | +13.9% | +17.5% |
| 1Y | +52.7% | +32.2% | +20.5% | +36.4% |
| 3Y | +91.4% | +692.5% | -601.1% | -12.8% |
| 5Y | +62.7% | +447.6% | -384.8% | -24.2% |
| 10Y | +395.9% | +403.3% | -7.5% | +82.6% |
| All | +796.0% | +321.3% | +474.7% | +79.2% |
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