+75.6%
FCX vs IAU
+19.9%
+55.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.4% |
| 7D | +3.1% | +0.2% | +2.9% | +2.7% |
| 30D | +8.1% | +0.2% | +7.9% | +7.9% |
| 3M | +18.9% | +3.3% | +15.7% | +15.4% |
| 6M | +26.6% | -14.6% | +41.2% | +46.2% |
| YTD | +51.2% | +1.9% | +49.3% | +48.4% |
| 1Y | +75.6% | +20.9% | +54.7% | +7.4% |
| All | +75.6% | +19.9% | +55.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling