+758.4%
IVV vs FCX
+1,859.6%
-1,101.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.3% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -3.3% | -15.2% | +11.9% | -0.1% |
| 3M | -2.4% | -10.3% | +7.9% | -0.6% |
| 6M | +2.6% | +1.6% | +1.0% | +1.2% |
| YTD | +11.3% | +23.9% | -12.6% | +4.4% |
| 1Y | +13.4% | +58.0% | -44.6% | +1.0% |
| 3Y | +80.3% | +94.6% | -14.3% | +49.1% |
| 5Y | +72.7% | +70.4% | +2.3% | +42.6% |
| 10Y | +309.6% | +430.7% | -121.0% | +140.6% |
| All | +758.4% | +1,859.6% | -1,101.2% | +237.2% |
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