+973.2%
IGV vs FCX
+2,061.0%
-1,087.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | -4.5% | -4.9% | +0.4% | -3.5% |
| 30D | +3.2% | +4.8% | -1.6% | +2.0% |
| 3M | +4.5% | +4.6% | -0.1% | +2.8% |
| 6M | +22.1% | +10.8% | +11.3% | +17.5% |
| YTD | -1.0% | +44.2% | -45.3% | -10.6% |
| 1Y | -2.1% | +59.6% | -61.7% | -14.2% |
| 3Y | +44.6% | +82.2% | -37.7% | +20.1% |
| 5Y | +22.2% | +115.6% | -93.5% | -5.0% |
| 10Y | +364.7% | +670.6% | -305.8% | +145.3% |
| All | +973.2% | +2,061.0% | -1,087.8% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling