+395.9%
FCX vs IOVA
+7.2%
+388.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -0.8% | -7.0% | +6.2% | +0.1% |
| 30D | -15.1% | -44.4% | +29.4% | -10.3% |
| 3M | -9.6% | +24.7% | -34.3% | -13.9% |
| 6M | -3.1% | +118.6% | -121.7% | -15.4% |
| YTD | +23.4% | +196.3% | -172.9% | +1.9% |
| 1Y | +52.7% | +205.3% | -152.6% | +25.0% |
| 3Y | +91.4% | +103.8% | -12.4% | +44.7% |
| 5Y | +62.7% | -65.6% | +128.3% | +43.4% |
| 10Y | +395.9% | +6.4% | +389.4% | +272.6% |
| All | +395.9% | +7.2% | +388.7% | +272.6% |
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