+1,075.1%
FCX vs ITW
+3,305.5%
-2,230.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.8% |
| 7D | +5.7% | -0.4% | +6.2% | +6.0% |
| 30D | +10.1% | -9.4% | +19.5% | +19.0% |
| 3M | +20.2% | +7.1% | +13.1% | +13.1% |
| 6M | +29.7% | -1.9% | +31.5% | +30.5% |
| YTD | +51.9% | +10.4% | +41.5% | +38.7% |
| 1Y | +66.0% | +3.3% | +62.7% | +59.3% |
| 3Y | +102.7% | +21.0% | +81.7% | +72.2% |
| 5Y | +138.9% | +36.3% | +102.6% | +84.0% |
| 10Y | +701.1% | +185.8% | +515.3% | +273.3% |
| All | +1,075.1% | +3,305.5% | -2,230.3% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling