+612.2%
FCX vs IFF
-20.3%
+632.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | -2.3% | -3.2% | +0.9% | -0.6% |
| 30D | +2.7% | -0.3% | +3.0% | +2.8% |
| 3M | +7.4% | +8.4% | -1.1% | +2.0% |
| 6M | +16.0% | +23.0% | -7.0% | +1.7% |
| YTD | +40.9% | +25.5% | +15.5% | +20.8% |
| 1Y | +56.4% | +29.1% | +27.4% | +31.2% |
| 3Y | +84.2% | +31.7% | +52.6% | +49.0% |
| 5Y | +114.6% | -35.2% | +149.8% | +155.5% |
| All | +612.2% | -20.3% | +632.4% | +624.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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