+586.1%
FCX vs ITOT
+885.8%
-299.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.4% |
| 7D | +3.1% | -0.4% | +3.5% | +3.6% |
| 30D | +8.1% | -1.6% | +9.7% | +10.9% |
| 3M | +18.9% | +3.5% | +15.4% | +12.7% |
| 6M | +26.6% | +13.1% | +13.5% | +4.7% |
| YTD | +51.2% | +12.7% | +38.4% | +26.0% |
| 1Y | +75.6% | +18.3% | +57.2% | +35.9% |
| 3Y | +101.7% | +76.4% | +25.3% | -19.4% |
| 5Y | +134.6% | +73.8% | +60.9% | -3.4% |
| 10Y | +724.2% | +301.2% | +422.9% | -13.4% |
| All | +586.1% | +885.8% | -299.7% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling