+844.3%
FCX vs IVZ
+973.1%
-128.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.1% |
| 7D | -0.3% | +7.6% | -7.9% | -3.6% |
| 30D | -14.7% | +4.3% | -19.1% | -16.4% |
| 3M | -11.2% | -9.3% | -1.8% | -7.4% |
| 6M | -11.4% | +5.2% | -16.6% | -13.5% |
| YTD | +17.7% | +13.4% | +4.3% | +10.4% |
| 1Y | +47.5% | +25.4% | +22.1% | +32.2% |
| 3Y | +83.9% | +152.5% | -68.6% | +18.8% |
| 5Y | +54.0% | +36.7% | +17.3% | +28.1% |
| 10Y | +372.9% | +45.0% | +327.9% | +260.4% |
| All | +844.3% | +973.1% | -128.8% | +329.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling