+663.9%
FCX vs IAU
+224.0%
+439.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | +3.1% | +0.2% | +2.9% | +2.8% |
| 30D | +8.1% | +0.2% | +7.9% | +8.0% |
| 3M | +18.9% | +3.3% | +15.7% | +16.4% |
| 6M | +26.6% | -14.6% | +41.2% | +43.4% |
| YTD | +51.2% | +1.9% | +49.3% | +50.6% |
| 1Y | +75.6% | +20.9% | +54.7% | +54.9% |
| 3Y | +101.7% | +127.5% | -25.8% | +14.7% |
| 5Y | +134.6% | +141.9% | -7.3% | +27.4% |
| All | +663.9% | +224.0% | +439.9% | +287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling