+612.2%
FCX vs INDA
+84.7%
+527.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.2% |
| 7D | -2.3% | -2.7% | +0.4% | +0.4% |
| 30D | +2.7% | -2.8% | +5.4% | +5.6% |
| 3M | +7.4% | +1.6% | +5.8% | +5.8% |
| 6M | +16.0% | -1.4% | +17.4% | +18.4% |
| YTD | +40.9% | -10.1% | +51.1% | +57.2% |
| 1Y | +56.4% | -8.8% | +65.2% | +71.9% |
| 3Y | +84.2% | +7.6% | +76.6% | +71.9% |
| 5Y | +114.6% | +5.8% | +108.8% | +106.0% |
| All | +612.2% | +84.7% | +527.5% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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