+55.2%
FCX vs IWD
+28.1%
+27.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.4% |
| 7D | -4.9% | -0.5% | -4.4% | -3.8% |
| 30D | -17.1% | +2.7% | -19.8% | -21.6% |
| 3M | -12.7% | +0.9% | -13.5% | -14.5% |
| 6M | -2.0% | +10.5% | -12.5% | -22.3% |
| YTD | +18.1% | +23.7% | -5.6% | -25.9% |
| 1Y | +55.2% | +28.7% | +26.4% | -9.5% |
| All | +55.2% | +28.1% | +27.0% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling