+115.8%
FCX vs IQV
-0.1%
+115.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -2.3% | -2.2% | 0.0% | -1.5% |
| 30D | +2.7% | +8.3% | -5.6% | -0.7% |
| 3M | +7.4% | +44.6% | -37.2% | -9.7% |
| 6M | +16.0% | +52.6% | -36.5% | -5.3% |
| YTD | +40.9% | +16.1% | +24.8% | +28.7% |
| 1Y | +56.4% | +37.3% | +19.2% | +31.5% |
| 3Y | +84.2% | +21.6% | +62.6% | +57.0% |
| All | +115.8% | -0.1% | +115.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling