+197.5%
FCX vs IQV
+492.3%
-294.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.5% | +7.2% |
| 7D | +5.7% | +0.3% | +5.4% | +5.3% |
| 30D | +10.1% | +8.6% | +1.5% | +4.9% |
| 3M | +20.2% | +41.1% | -20.9% | -4.1% |
| 6M | +29.7% | +48.6% | -18.9% | -0.7% |
| YTD | +51.9% | +15.0% | +36.9% | +33.3% |
| 1Y | +66.0% | +38.1% | +27.9% | +29.6% |
| 3Y | +102.7% | +21.4% | +81.4% | +61.6% |
| 5Y | +138.9% | -1.0% | +139.9% | +112.3% |
| 10Y | +701.1% | +233.0% | +468.1% | +221.8% |
| All | +197.5% | +492.3% | -294.9% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling