+55.4%
FCX vs IQV
+4.0%
+51.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | -0.3% | -2.5% | +2.2% | +0.8% |
| 30D | -14.7% | +1.2% | -15.9% | -15.2% |
| 3M | -11.2% | +9.8% | -20.9% | -14.7% |
| 6M | -11.4% | +53.8% | -65.2% | -28.0% |
| YTD | +17.7% | +17.6% | +0.1% | +6.8% |
| 1Y | +47.5% | +18.6% | +28.9% | +33.3% |
| 3Y | +83.9% | +36.9% | +47.0% | +46.7% |
| All | +55.4% | +4.0% | +51.3% | +37.8% |
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