+63.3%
IWM vs FCX
+96.2%
-32.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.1% | +3.1% | -4.3% | -2.0% |
| 30D | -3.1% | +8.1% | -11.2% | -5.4% |
| 3M | +2.2% | +18.9% | -16.7% | -3.3% |
| 6M | +15.1% | +26.6% | -11.5% | +5.8% |
| YTD | +18.6% | +51.2% | -32.6% | +2.9% |
| 1Y | +24.0% | +75.6% | -51.6% | +1.8% |
| All | +63.3% | +96.2% | -32.9% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling