-71.1%
FLNC vs IBN
+42.2%
-113.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.7% | -6.6% | -6.9% |
| 7D | -4.2% | -5.1% | +0.9% | -0.1% |
| 30D | -20.0% | -3.5% | -16.5% | -17.8% |
| 3M | -56.9% | +11.3% | -68.2% | -60.5% |
| 6M | -35.5% | +4.4% | -40.0% | -38.2% |
| YTD | -48.8% | -1.8% | -47.0% | -48.8% |
| 1Y | +49.3% | -8.0% | +57.2% | +56.6% |
| 3Y | -61.8% | +27.1% | -88.9% | -73.6% |
| All | -71.1% | +42.2% | -113.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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