+14.8%
IGV vs FCX
+54.7%
-39.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -6.0% | -14.7% | +8.7% | -2.3% |
| 3M | -4.8% | -11.2% | +6.4% | -2.5% |
| 6M | +14.2% | -11.4% | +25.6% | +16.0% |
| YTD | -4.2% | +17.7% | -22.0% | -11.6% |
| 1Y | -5.3% | +47.5% | -52.8% | -18.2% |
| 3Y | +38.8% | +83.9% | -45.1% | +5.4% |
| All | +14.8% | +54.7% | -39.9% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling