-71.2%
FLNC vs IRE
-98.1%
+26.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.4% | +13.2% | +2.1% |
| 7D | -11.2% | -31.8% | +20.6% | -3.6% |
| 30D | -24.6% | -71.8% | +47.1% | -5.3% |
| 3M | -64.6% | -88.9% | +24.3% | -47.2% |
| 6M | -78.8% | -95.4% | +16.5% | -65.3% |
| YTD | -76.3% | -94.2% | +17.9% | -68.6% |
| 1Y | -71.2% | -97.1% | +25.9% | -57.1% |
| All | -71.2% | -98.1% | +26.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling