+154.7%
FCX vs IEFA
+215.2%
-60.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +6.4% |
| 7D | +5.7% | +1.2% | +4.6% | +3.5% |
| 30D | +10.1% | -0.6% | +10.6% | +11.3% |
| 3M | +20.2% | +6.2% | +14.0% | +8.9% |
| 6M | +29.7% | +11.2% | +18.5% | +9.6% |
| YTD | +51.9% | +14.2% | +37.8% | +22.8% |
| 1Y | +66.0% | +20.0% | +46.0% | +23.7% |
| 3Y | +102.7% | +68.8% | +34.0% | -15.0% |
| 5Y | +138.9% | +52.7% | +86.2% | +23.6% |
| 10Y | +701.1% | +144.2% | +556.8% | +104.0% |
| All | +154.7% | +215.2% | -60.5% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling