+612.2%
FCX vs ITW
+194.8%
+417.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.3% |
| 7D | -2.3% | -0.7% | -1.6% | -1.7% |
| 30D | +2.7% | -8.3% | +11.0% | +11.7% |
| 3M | +7.4% | +6.0% | +1.4% | +0.1% |
| 6M | +16.0% | 0.0% | +16.0% | +14.4% |
| YTD | +40.9% | +10.2% | +30.7% | +25.0% |
| 1Y | +56.4% | +3.2% | +53.2% | +47.6% |
| 3Y | +84.2% | +21.0% | +63.2% | +46.7% |
| 5Y | +114.6% | +37.9% | +76.7% | +45.4% |
| All | +612.2% | +194.8% | +417.4% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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