+115.0%
FCX vs ITW
+35.1%
+79.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.0% | -7.0% |
| 7D | -1.9% | -2.4% | +0.5% | +0.1% |
| 30D | +3.4% | -9.5% | +12.9% | +12.3% |
| 3M | +15.0% | +6.6% | +8.3% | +7.7% |
| 6M | +14.6% | -1.8% | +16.4% | +15.0% |
| YTD | +41.2% | +9.0% | +32.2% | +28.5% |
| 1Y | +60.4% | +3.6% | +56.8% | +52.2% |
| 3Y | +88.4% | +19.4% | +69.0% | +56.3% |
| 5Y | +115.0% | +36.4% | +78.6% | +42.9% |
| All | +115.0% | +35.1% | +79.9% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling