+701.1%
FCX vs IWD
+195.2%
+505.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +6.7% |
| 7D | +5.7% | -0.2% | +5.9% | +5.9% |
| 30D | +10.1% | -0.8% | +10.8% | +11.4% |
| 3M | +20.2% | +8.0% | +12.1% | +5.2% |
| 6M | +29.7% | +18.2% | +11.5% | -1.7% |
| YTD | +51.9% | +22.3% | +29.6% | +9.0% |
| 1Y | +66.0% | +28.9% | +37.1% | +9.5% |
| 3Y | +102.7% | +71.5% | +31.2% | -15.7% |
| 5Y | +138.9% | +73.6% | +65.3% | +1.0% |
| 10Y | +701.1% | +194.7% | +506.4% | +33.7% |
| All | +701.1% | +195.2% | +505.9% | +33.7% |
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