-37.8%
FLNC vs IRE
-84.0%
+46.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.8% | -1.5% | -6.8% |
| 7D | -4.2% | +29.0% | -33.2% | -9.9% |
| 30D | -20.0% | +24.2% | -44.2% | -25.7% |
| 3M | -56.9% | -53.2% | -3.7% | -53.3% |
| 6M | -35.5% | -36.0% | +0.5% | -41.9% |
| YTD | -48.8% | -51.0% | +2.2% | -54.7% |
| All | -37.8% | -84.0% | +46.2% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling