+134.6%
FCX vs INDA
+5.9%
+128.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.5% |
| 7D | +3.1% | -2.6% | +5.7% | +6.2% |
| 30D | +8.1% | -2.9% | +11.0% | +11.8% |
| 3M | +18.9% | +2.4% | +16.6% | +15.9% |
| 6M | +26.6% | -2.6% | +29.2% | +31.1% |
| YTD | +51.2% | -10.0% | +61.1% | +70.6% |
| 1Y | +75.6% | -7.7% | +83.2% | +92.3% |
| 3Y | +101.7% | +8.9% | +92.8% | +77.3% |
| 5Y | +134.6% | +6.0% | +128.7% | +118.4% |
| All | +134.6% | +5.9% | +128.7% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling