-70.4%
FLNC vs IBB
+36.1%
-106.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.8% |
| 7D | -4.9% | +1.4% | -6.3% | -6.9% |
| 30D | -27.3% | +10.5% | -37.8% | -37.9% |
| 3M | -61.9% | +23.6% | -85.5% | -72.8% |
| 6M | -34.5% | +22.6% | -57.1% | -53.9% |
| YTD | -47.7% | +25.7% | -73.4% | -64.7% |
| 1Y | +53.3% | +51.4% | +2.0% | -23.2% |
| 3Y | -62.4% | +64.4% | -126.8% | -83.3% |
| All | -70.4% | +36.1% | -106.6% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling