+40.0%
IWM vs FCX
+127.3%
-87.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -2.0% |
| 7D | +1.4% | +5.7% | -4.3% | -0.3% |
| 30D | -2.3% | +10.1% | -12.3% | -5.2% |
| 3M | +4.0% | +20.2% | -16.2% | -2.2% |
| 6M | +17.9% | +29.7% | -11.7% | +7.4% |
| YTD | +20.2% | +51.9% | -31.7% | +3.7% |
| 1Y | +25.0% | +66.0% | -41.0% | +3.9% |
| 3Y | +66.0% | +102.7% | -36.8% | +24.5% |
| 5Y | +40.0% | +138.9% | -98.8% | -2.1% |
| All | +40.0% | +127.3% | -87.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling