+59.6%
FCX vs ROIV
+177.7%
-118.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -4.9% | +0.6% | -5.5% | -5.0% |
| 30D | +4.8% | +1.0% | +3.9% | +4.3% |
| 3M | +4.6% | +18.3% | -13.7% | -0.1% |
| 6M | +10.8% | +18.3% | -7.5% | +5.1% |
| YTD | +44.2% | +61.0% | -16.7% | +31.6% |
| 1Y | +59.6% | +177.9% | -118.3% | +45.5% |
| All | +59.6% | +177.7% | -118.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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