+134.6%
FCX vs IWF
+72.9%
+61.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | 0.0% |
| 7D | +3.1% | +0.5% | +2.6% | +2.5% |
| 30D | +8.1% | -1.4% | +9.5% | +9.6% |
| 3M | +18.9% | +0.4% | +18.5% | +18.6% |
| 6M | +26.6% | +8.5% | +18.1% | +17.6% |
| YTD | +51.2% | +3.7% | +47.5% | +47.1% |
| 1Y | +75.6% | +8.5% | +67.1% | +63.9% |
| 3Y | +101.7% | +78.5% | +23.2% | +15.0% |
| 5Y | +134.6% | +73.6% | +61.0% | +31.3% |
| All | +134.6% | +72.9% | +61.8% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling