+97.6%
FCX vs IVZ
+133.3%
-35.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +3.1% | +1.2% | +1.9% | +2.2% |
| 30D | +8.1% | +1.8% | +6.3% | +6.7% |
| 3M | +18.9% | +15.7% | +3.2% | +8.8% |
| 6M | +26.6% | +36.3% | -9.7% | +5.3% |
| YTD | +51.2% | +24.9% | +26.2% | +30.4% |
| 1Y | +75.6% | +48.9% | +26.6% | +36.2% |
| All | +97.6% | +133.3% | -35.7% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling