+138.9%
FCX vs IAU
+139.7%
-0.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.1% | +7.0% |
| 7D | +5.7% | +0.7% | +5.0% | +4.8% |
| 30D | +10.1% | +0.3% | +9.7% | +9.8% |
| 3M | +20.2% | +0.7% | +19.5% | +19.7% |
| 6M | +29.7% | -15.5% | +45.2% | +52.0% |
| YTD | +51.9% | +1.0% | +51.0% | +50.8% |
| 1Y | +66.0% | +19.6% | +46.4% | +40.7% |
| 3Y | +102.7% | +125.4% | -22.7% | -8.6% |
| 5Y | +138.9% | +140.7% | -1.9% | -2.3% |
| All | +138.9% | +139.7% | -0.8% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling