+612.2%
FCX vs IQV
+242.6%
+369.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -1.2% |
| 7D | -2.3% | -2.2% | 0.0% | -1.2% |
| 30D | +2.7% | +8.3% | -5.6% | -2.1% |
| 3M | +7.4% | +44.6% | -37.2% | -15.9% |
| 6M | +16.0% | +52.6% | -36.5% | -12.9% |
| YTD | +40.9% | +16.1% | +24.8% | +22.8% |
| 1Y | +56.4% | +37.3% | +19.2% | +22.2% |
| 3Y | +84.2% | +21.6% | +62.6% | +45.8% |
| 5Y | +114.6% | +0.5% | +114.1% | +88.8% |
| All | +612.2% | +242.6% | +369.6% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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