+47.5%
FCX vs IVZ
+22.9%
+24.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.4% |
| 7D | -0.3% | +7.6% | -7.9% | -4.6% |
| 30D | -14.7% | +4.3% | -19.1% | -16.8% |
| 3M | -11.2% | -9.3% | -1.8% | -6.4% |
| 6M | -11.4% | +5.2% | -16.6% | -14.5% |
| YTD | +17.7% | +13.4% | +4.3% | +3.7% |
| 1Y | +47.5% | +25.4% | +22.1% | +23.2% |
| All | +47.5% | +22.9% | +24.6% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling