+166.4%
IWM vs FCX
+688.3%
-522.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -4.6% | +2.7% | -7.2% | -5.7% |
| 3M | -0.3% | +7.4% | -7.7% | -3.2% |
| 6M | +14.7% | +16.0% | -1.3% | +7.7% |
| YTD | +17.8% | +40.9% | -23.1% | +3.8% |
| 1Y | +21.2% | +56.4% | -35.2% | +2.4% |
| 3Y | +62.3% | +84.2% | -21.9% | +26.1% |
| 5Y | +38.7% | +114.6% | -75.9% | -1.6% |
| All | +166.4% | +688.3% | -522.0% | +14.4% |
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