+151.9%
IWM vs FCX
+389.5%
-237.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | 0.0% |
| 7D | -0.3% | -0.8% | +0.4% | -0.1% |
| 30D | +1.9% | -15.1% | +16.9% | +6.7% |
| 3M | -5.7% | -9.6% | +3.9% | -3.5% |
| 6M | -0.3% | -3.1% | +2.8% | -0.8% |
| YTD | +15.8% | +23.4% | -7.7% | +5.6% |
| 1Y | +17.1% | +52.7% | -35.6% | +0.1% |
| 3Y | +73.1% | +91.4% | -18.3% | +32.2% |
| 5Y | +25.9% | +62.7% | -36.9% | -2.9% |
| 10Y | +151.9% | +395.9% | -243.9% | +16.9% |
| All | +151.9% | +389.5% | -237.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling