+55.2%
FCX vs ROIV
+93.5%
-38.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.5% | +0.7% |
| 7D | -4.9% | +5.3% | -10.2% | -6.4% |
| 30D | -17.1% | +11.9% | -29.0% | -20.0% |
| 3M | -12.7% | +10.7% | -23.4% | -15.9% |
| 6M | -2.0% | +34.9% | -36.9% | -11.7% |
| YTD | +18.1% | +79.2% | -61.1% | +1.4% |
| 1Y | +55.2% | +89.0% | -33.8% | +29.9% |
| All | +55.2% | +93.5% | -38.3% | +29.9% |
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