+2,068.7%
FCX vs IWF
+670.6%
+1,398.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -0.6% |
| 7D | -0.3% | +2.8% | -3.1% | -3.6% |
| 30D | -14.7% | -7.5% | -7.2% | -5.9% |
| 3M | -11.2% | -8.5% | -2.7% | -0.6% |
| 6M | -11.4% | -7.4% | -4.0% | -1.8% |
| YTD | +17.7% | -2.6% | +20.4% | +23.5% |
| 1Y | +47.5% | -1.8% | +49.3% | +53.2% |
| 3Y | +83.9% | +65.5% | +18.4% | -0.2% |
| 5Y | +54.0% | +55.8% | -1.9% | -11.7% |
| 10Y | +372.9% | +384.9% | -12.0% | -33.1% |
| All | +2,068.7% | +670.6% | +1,398.1% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling