+62.7%
FCX vs IAU
+111.4%
-48.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +4.1% |
| 7D | -0.8% | -2.0% | +1.2% | +1.1% |
| 30D | -15.1% | -4.4% | -10.6% | -11.2% |
| 3M | -9.6% | -8.9% | -0.7% | -1.1% |
| 6M | -3.1% | -15.9% | +12.9% | +14.7% |
| YTD | +23.4% | -7.8% | +31.2% | +33.4% |
| 1Y | +52.7% | -3.8% | +56.4% | +58.7% |
| 3Y | +91.4% | +104.3% | -12.9% | -8.7% |
| 5Y | +62.7% | +111.2% | -48.5% | -33.1% |
| All | +62.7% | +111.4% | -48.7% | -33.1% |
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