+114.3%
FCX vs IWD
+73.6%
+40.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.4% |
| 7D | -4.9% | -0.3% | -4.6% | -4.4% |
| 30D | +4.8% | +0.6% | +4.2% | +3.6% |
| 3M | +4.6% | +7.2% | -2.6% | -7.3% |
| 6M | +10.8% | +16.2% | -5.4% | -14.1% |
| YTD | +44.2% | +23.3% | +20.9% | +0.9% |
| 1Y | +59.6% | +29.6% | +30.0% | +3.0% |
| 3Y | +82.2% | +70.5% | +11.8% | -25.3% |
| All | +114.3% | +73.6% | +40.7% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling