+19.4%
IVV vs FCX
+66.4%
-47.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -6.0% | -1.3% |
| 7D | +0.5% | +5.7% | -5.2% | -0.3% |
| 30D | -1.0% | +10.1% | -11.0% | -2.4% |
| 3M | +3.9% | +20.2% | -16.3% | +0.8% |
| 6M | +14.5% | +29.7% | -15.2% | +9.2% |
| YTD | +12.9% | +51.9% | -39.0% | +5.5% |
| 1Y | +19.4% | +66.0% | -46.6% | +9.3% |
| All | +19.4% | +66.4% | -47.1% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling