+1,075.1%
FCX vs IFF
+267.5%
+807.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +5.9% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +10.1% | -0.3% | +10.4% | +10.2% |
| 3M | +20.2% | +18.6% | +1.6% | +7.2% |
| 6M | +29.7% | +17.4% | +12.3% | +14.9% |
| YTD | +51.9% | +28.5% | +23.5% | +25.9% |
| 1Y | +66.0% | +32.5% | +33.4% | +34.1% |
| 3Y | +102.7% | +34.1% | +68.7% | +58.2% |
| 5Y | +138.9% | -35.2% | +174.0% | +180.0% |
| 10Y | +701.1% | -21.1% | +722.2% | +689.1% |
| All | +1,075.1% | +267.5% | +807.6% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling