-60.2%
FLNC vs IBB
+63.1%
-123.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -7.2% |
| 7D | -4.2% | -3.9% | -0.3% | +0.5% |
| 30D | -20.0% | +2.7% | -22.7% | -23.2% |
| 3M | -56.9% | +21.4% | -78.2% | -67.1% |
| 6M | -35.5% | +20.1% | -55.6% | -51.4% |
| YTD | -48.8% | +21.9% | -70.7% | -62.3% |
| 1Y | +49.3% | +44.1% | +5.1% | -15.1% |
| All | -60.2% | +63.1% | -123.3% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling