+97.6%
FCX vs ITW
+18.4%
+79.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.9% |
| 7D | +3.1% | -1.9% | +5.0% | +4.6% |
| 30D | +8.1% | -10.4% | +18.5% | +17.8% |
| 3M | +18.9% | +3.5% | +15.4% | +14.2% |
| 6M | +26.6% | -3.4% | +30.0% | +28.3% |
| YTD | +51.2% | +8.5% | +42.6% | +37.6% |
| 1Y | +75.6% | +3.2% | +72.3% | +66.9% |
| All | +97.6% | +18.4% | +79.2% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling