+56.4%
FCX vs IWF
+7.1%
+49.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.4% |
| 7D | -2.3% | -0.9% | -1.4% | -0.9% |
| 30D | +2.7% | -1.7% | +4.4% | +5.3% |
| 3M | +7.4% | +0.7% | +6.7% | +6.2% |
| 6M | +16.0% | +8.6% | +7.5% | +3.7% |
| YTD | +40.9% | +3.5% | +37.4% | +33.9% |
| 1Y | +56.4% | +7.0% | +49.4% | +32.6% |
| All | +56.4% | +7.1% | +49.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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