+613.6%
FCX vs IAU
+218.5%
+395.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -5.2% |
| 7D | -1.9% | -3.4% | +1.5% | +0.8% |
| 30D | +3.4% | -1.1% | +4.5% | +4.5% |
| 3M | +15.0% | +5.8% | +9.2% | +10.6% |
| 6M | +14.6% | -16.9% | +31.6% | +32.8% |
| YTD | +41.2% | +0.1% | +41.1% | +42.8% |
| 1Y | +60.4% | +18.4% | +42.0% | +43.9% |
| 3Y | +88.4% | +123.6% | -35.1% | +8.7% |
| 5Y | +115.0% | +138.7% | -23.7% | +18.2% |
| All | +613.6% | +218.5% | +395.1% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IAU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling