+43.1%
FLNC vs IFF
+33.4%
+9.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.4% |
| 7D | -4.1% | -3.2% | -0.9% | -4.4% |
| 30D | -24.8% | -0.3% | -24.5% | -24.8% |
| 3M | -59.1% | +8.4% | -67.5% | -58.4% |
| 6M | -42.0% | +23.0% | -65.0% | -41.6% |
| YTD | -49.8% | +25.5% | -75.3% | -47.3% |
| 1Y | +43.1% | +29.1% | +14.0% | +35.2% |
| All | +43.1% | +33.4% | +9.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling