+373.5%
FCX vs IVZ
+43.7%
+329.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.4% |
| 7D | -0.3% | +7.6% | -7.9% | -4.7% |
| 30D | -14.7% | +4.3% | -19.1% | -17.0% |
| 3M | -11.2% | -9.3% | -1.8% | -6.2% |
| 6M | -11.4% | +5.2% | -16.6% | -14.5% |
| YTD | +17.7% | +13.4% | +4.3% | +7.4% |
| 1Y | +47.5% | +25.4% | +22.1% | +26.5% |
| 3Y | +83.9% | +152.5% | -68.6% | -0.3% |
| 5Y | +54.0% | +36.7% | +17.3% | +16.5% |
| All | +373.5% | +43.7% | +329.9% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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