+105.5%
FCX vs IOVA
-91.6%
+197.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -4.9% | +9.7% | -14.6% | -5.2% |
| 30D | +4.8% | +102.5% | -97.7% | +1.9% |
| 3M | +4.6% | +100.7% | -96.1% | +1.5% |
| 6M | +10.8% | +106.3% | -95.5% | +7.1% |
| YTD | +44.2% | +222.0% | -177.8% | +36.9% |
| 1Y | +59.6% | +299.5% | -240.0% | +49.7% |
| 3Y | +82.2% | +42.9% | +39.3% | +72.3% |
| 5Y | +115.6% | -65.0% | +180.6% | +108.3% |
| 10Y | +670.6% | +10.3% | +660.3% | +618.5% |
| All | +105.5% | -91.6% | +197.1% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling