+74.3%
FCX vs IOVA
+85.3%
-10.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.3% |
| 7D | -4.9% | -5.2% | +0.3% | -4.5% |
| 30D | -17.1% | -37.8% | +20.6% | -14.8% |
| 3M | -12.7% | +29.5% | -42.1% | -15.8% |
| 6M | -2.0% | +96.6% | -98.5% | -9.9% |
| YTD | +18.1% | +194.5% | -176.4% | +3.5% |
| 1Y | +55.2% | +248.1% | -192.9% | +33.6% |
| 3Y | +74.3% | +86.1% | -11.8% | +38.9% |
| All | +74.3% | +85.3% | -10.9% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling