+612.2%
FCX vs IEMG
+145.8%
+466.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -2.0% |
| 7D | -2.3% | -1.3% | -1.0% | -0.3% |
| 30D | +2.7% | +1.9% | +0.8% | -0.1% |
| 3M | +7.4% | +1.4% | +6.0% | +4.9% |
| 6M | +16.0% | +15.2% | +0.9% | -6.3% |
| YTD | +40.9% | +23.8% | +17.1% | +2.2% |
| 1Y | +56.4% | +30.7% | +25.8% | +5.0% |
| 3Y | +84.2% | +83.3% | +0.9% | -23.6% |
| 5Y | +114.6% | +48.8% | +65.9% | +25.3% |
| All | +612.2% | +145.8% | +466.4% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 10y: compounded portfolio wealth divided by compounded IEMG 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…
10y analysis · Full analysis span regression · 6 months rolling