-71.6%
FLNC vs IBB
+30.4%
-102.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.3% |
| 7D | -4.1% | -4.2% | +0.2% | +2.1% |
| 30D | -24.8% | +1.1% | -25.9% | -26.6% |
| 3M | -59.1% | +19.0% | -78.1% | -69.4% |
| 6M | -42.0% | +18.9% | -60.8% | -57.5% |
| YTD | -49.8% | +20.3% | -70.1% | -64.0% |
| 1Y | +43.1% | +41.5% | +1.6% | -20.8% |
| 3Y | -61.0% | +60.3% | -121.2% | -82.1% |
| All | -71.6% | +30.4% | -102.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling