+115.0%
FCX vs IEFA
+48.7%
+66.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -5.0% |
| 7D | -1.9% | -2.4% | +0.6% | +2.4% |
| 30D | +3.4% | -2.1% | +5.5% | +7.4% |
| 3M | +15.0% | +5.5% | +9.4% | +5.8% |
| 6M | +14.6% | +8.1% | +6.5% | +2.4% |
| YTD | +41.2% | +11.9% | +29.3% | +19.4% |
| 1Y | +60.4% | +18.1% | +42.3% | +24.9% |
| 3Y | +88.4% | +65.5% | +23.0% | -13.3% |
| 5Y | +115.0% | +50.1% | +65.0% | +21.0% |
| All | +115.0% | +48.7% | +66.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling