+613.6%
FCX vs IVZ
+64.1%
+549.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.3% |
| 7D | -1.9% | -2.4% | +0.5% | -0.5% |
| 30D | +3.4% | +2.5% | +0.9% | +1.6% |
| 3M | +15.0% | +17.1% | -2.1% | +4.3% |
| 6M | +14.6% | +35.1% | -20.5% | -4.7% |
| YTD | +41.2% | +24.3% | +16.9% | +22.2% |
| 1Y | +60.4% | +48.7% | +11.7% | +24.3% |
| 3Y | +88.4% | +135.6% | -47.2% | +6.1% |
| 5Y | +115.0% | +60.3% | +54.7% | +47.3% |
| All | +613.6% | +64.1% | +549.5% | +370.8% |
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