+84.6%
FCX vs INDA
+6.8%
+77.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.3% |
| 7D | -1.9% | -3.6% | +1.8% | +2.1% |
| 30D | +3.4% | -4.0% | +7.4% | +8.0% |
| 3M | +15.0% | +1.7% | +13.3% | +13.2% |
| 6M | +14.6% | -3.6% | +18.3% | +19.6% |
| YTD | +41.2% | -11.0% | +52.2% | +59.0% |
| 1Y | +60.4% | -9.5% | +69.9% | +77.3% |
| All | +84.6% | +6.8% | +77.7% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling