+776.1%
IVV vs FCX
+2,181.6%
-1,405.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.1% | -4.9% | +5.0% | +1.1% |
| 30D | +0.1% | +4.8% | -4.7% | -1.1% |
| 3M | +2.0% | +4.6% | -2.6% | +0.4% |
| 6M | +13.0% | +10.8% | +2.2% | +9.2% |
| YTD | +13.6% | +44.2% | -30.6% | +3.5% |
| 1Y | +20.1% | +59.6% | -39.5% | +6.3% |
| 3Y | +77.6% | +82.2% | -4.6% | +49.2% |
| 5Y | +82.5% | +115.6% | -33.2% | +43.2% |
| 10Y | +316.5% | +670.6% | -354.0% | +126.4% |
| All | +776.1% | +2,181.6% | -1,405.5% | +234.3% |
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 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