+2,556.9%
FCX vs IWD
+726.5%
+1,830.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.3% |
| 7D | -4.9% | -0.3% | -4.6% | -4.5% |
| 30D | +4.8% | +0.6% | +4.2% | +3.8% |
| 3M | +4.6% | +7.2% | -2.6% | -5.8% |
| 6M | +10.8% | +16.2% | -5.4% | -11.1% |
| YTD | +44.2% | +23.3% | +20.9% | +5.8% |
| 1Y | +59.6% | +29.6% | +30.0% | +9.0% |
| 3Y | +82.2% | +70.5% | +11.8% | -16.1% |
| 5Y | +115.6% | +73.5% | +42.2% | +0.5% |
| 10Y | +670.6% | +198.3% | +472.2% | +79.7% |
| All | +2,556.9% | +726.5% | +1,830.4% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling