-86.6%
FLNC vs IBB
+36.5%
-123.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.5% |
| 7D | -11.2% | -0.5% | -10.7% | -10.3% |
| 30D | -24.6% | +4.6% | -29.2% | -27.7% |
| 3M | -64.6% | +6.8% | -71.4% | -68.0% |
| 6M | -78.8% | +23.1% | -101.9% | -84.9% |
| YTD | -76.3% | +26.0% | -102.4% | -84.0% |
| 1Y | -71.2% | +30.4% | -101.6% | -81.6% |
| 3Y | -71.9% | +85.4% | -157.3% | -89.9% |
| 5Y | -87.5% | +39.7% | -127.3% | -93.2% |
| All | -86.6% | +36.5% | -123.2% | -92.6% |
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