+724.2%
FCX vs IOVA
+4.5%
+719.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +3.1% | -2.2% | +5.3% | +3.4% |
| 30D | +8.1% | +31.7% | -23.6% | +4.3% |
| 3M | +18.9% | +117.3% | -98.3% | +6.1% |
| 6M | +26.6% | +55.8% | -29.2% | +16.5% |
| YTD | +51.2% | +208.8% | -157.6% | +26.1% |
| 1Y | +75.6% | +255.7% | -180.1% | +42.0% |
| 3Y | +101.7% | +41.7% | +60.0% | +61.4% |
| 5Y | +134.6% | -64.9% | +199.5% | +109.6% |
| 10Y | +724.2% | +6.3% | +717.8% | +525.0% |
| All | +724.2% | +4.5% | +719.7% | +525.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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