+153.4%
FCX vs IEMG
+142.6%
+10.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +3.1% | +1.6% | +1.5% | +0.6% |
| 30D | +8.1% | +4.6% | +3.5% | +0.9% |
| 3M | +18.9% | +4.8% | +14.1% | +10.3% |
| 6M | +26.6% | +16.8% | +9.8% | -0.4% |
| YTD | +51.2% | +24.8% | +26.3% | +7.7% |
| 1Y | +75.6% | +34.3% | +41.2% | +12.3% |
| 3Y | +101.7% | +87.0% | +14.8% | -19.9% |
| 5Y | +134.6% | +49.9% | +84.7% | +34.7% |
| 10Y | +724.2% | +144.8% | +579.4% | +141.1% |
| All | +153.4% | +142.6% | +10.9% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling