+357.7%
IGV vs FCX
+688.3%
-330.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | -2.3% | -0.6% | -2.5% |
| 30D | -1.5% | +2.7% | -4.2% | -2.5% |
| 3M | +11.7% | +7.4% | +4.3% | +9.0% |
| 6M | +18.4% | +16.0% | +2.4% | +12.5% |
| YTD | -3.9% | +40.9% | -44.9% | -13.5% |
| 1Y | -9.7% | +56.4% | -66.1% | -21.3% |
| 3Y | +38.4% | +84.2% | -45.8% | +12.4% |
| 5Y | +21.6% | +114.6% | -93.0% | -7.5% |
| All | +357.7% | +688.3% | -330.6% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling