+738.6%
IVV vs FCX
+1,768.1%
-1,029.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | -2.7% | -4.9% | +2.2% | -1.7% |
| 30D | -5.4% | -17.1% | +11.8% | -1.7% |
| 3M | -4.1% | -12.7% | +8.6% | -1.8% |
| 6M | +0.7% | -2.0% | +2.7% | +0.1% |
| YTD | +8.7% | +18.1% | -9.3% | +3.0% |
| 1Y | +11.0% | +55.2% | -44.2% | -0.8% |
| 3Y | +75.4% | +74.3% | +1.1% | +48.4% |
| 5Y | +68.3% | +71.9% | -3.6% | +38.7% |
| 10Y | +315.5% | +498.4% | -182.8% | +138.2% |
| All | +738.6% | +1,768.1% | -1,029.4% | +232.7% |
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