+26.0%
FCX vs INFQ
-4.1%
+30.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.3% | -1.0% | +3.8% |
| 7D | +5.7% | +7.6% | -1.9% | +3.9% |
| 30D | +10.1% | +14.7% | -4.6% | +6.1% |
| 3M | +20.2% | -7.8% | +27.9% | +19.0% |
| 6M | +29.7% | +28.0% | +1.7% | +12.8% |
| All | +26.0% | -4.1% | +30.1% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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