+84.2%
FCX vs IEFA
+65.7%
+18.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -2.0% |
| 7D | -2.3% | -1.6% | -0.7% | +0.5% |
| 30D | +2.7% | -1.5% | +4.2% | +5.6% |
| 3M | +7.4% | +3.4% | +4.0% | +1.8% |
| 6M | +16.0% | +9.5% | +6.5% | +0.7% |
| YTD | +40.9% | +13.0% | +27.9% | +16.0% |
| 1Y | +56.4% | +18.0% | +38.4% | +20.2% |
| 3Y | +84.2% | +65.4% | +18.9% | -17.9% |
| All | +84.2% | +65.7% | +18.5% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 3y: compounded portfolio wealth divided by compounded IEFA 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…
3y analysis · Full analysis span regression · 6 months rolling