+107.1%
FCX vs INDA
+115.1%
-8.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -4.9% | +0.7% | -5.6% | -5.5% |
| 30D | +4.8% | -0.8% | +5.6% | +5.6% |
| 3M | +4.6% | +3.9% | +0.7% | +1.3% |
| 6M | +10.8% | -0.7% | +11.5% | +12.3% |
| YTD | +44.2% | -7.7% | +51.9% | +55.7% |
| 1Y | +59.6% | -5.1% | +64.7% | +68.1% |
| 3Y | +82.2% | +13.6% | +68.6% | +63.3% |
| 5Y | +115.6% | +7.8% | +107.8% | +105.4% |
| 10Y | +670.6% | +84.6% | +585.9% | +370.5% |
| All | +107.1% | +115.1% | -8.1% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling