+612.2%
FCX vs ITOT
+303.4%
+308.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.5% |
| 7D | -2.3% | -0.9% | -1.4% | -0.9% |
| 30D | +2.7% | -1.5% | +4.1% | +5.0% |
| 3M | +7.4% | +3.6% | +3.8% | +1.9% |
| 6M | +16.0% | +13.7% | +2.3% | -3.6% |
| YTD | +40.9% | +12.9% | +28.0% | +18.7% |
| 1Y | +56.4% | +17.2% | +39.3% | +25.1% |
| 3Y | +84.2% | +75.6% | +8.6% | -20.6% |
| 5Y | +114.6% | +75.5% | +39.1% | -6.0% |
| All | +612.2% | +303.4% | +308.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling