-72.3%
FLNC vs IAG
+563.0%
-635.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.1% | -3.7% |
| 7D | -5.0% | -4.1% | -0.9% | -4.1% |
| 30D | -26.1% | +10.6% | -36.7% | -28.1% |
| 3M | -55.2% | +35.4% | -90.6% | -58.5% |
| 6M | -42.6% | -9.5% | -33.0% | -42.2% |
| YTD | -51.0% | +21.8% | -72.8% | -54.1% |
| 1Y | +43.3% | +84.1% | -40.8% | +24.9% |
| 3Y | -63.4% | +817.4% | -880.8% | -78.4% |
| All | -72.3% | +563.0% | -635.4% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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