+485.6%
FCX vs IWD
+207.5%
+278.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.0% |
| 30D | -17.1% | +2.7% | -19.8% | -20.7% |
| 3M | -12.7% | +0.9% | -13.5% | -14.0% |
| 6M | -2.0% | +10.5% | -12.5% | -17.0% |
| YTD | +18.1% | +23.7% | -5.6% | -16.6% |
| 1Y | +55.2% | +28.7% | +26.4% | +2.7% |
| 3Y | +74.3% | +79.7% | -5.4% | -32.7% |
| 5Y | +71.9% | +69.7% | +2.2% | -24.3% |
| All | +485.6% | +207.5% | +278.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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