+138.9%
FCX vs IOVA
-63.5%
+202.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.4% |
| 7D | +5.7% | +5.1% | +0.7% | +5.3% |
| 30D | +10.1% | +37.2% | -27.2% | +7.0% |
| 3M | +20.2% | +117.5% | -97.3% | +11.2% |
| 6M | +29.7% | +69.6% | -39.9% | +21.7% |
| YTD | +51.9% | +218.7% | -166.7% | +33.9% |
| 1Y | +66.0% | +265.5% | -199.6% | +43.4% |
| 3Y | +102.7% | +46.2% | +56.5% | +74.9% |
| 5Y | +138.9% | -63.2% | +202.1% | +131.4% |
| All | +138.9% | -63.5% | +202.4% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling