-68.4%
FLNC vs IRM
+19.5%
-87.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.7% | +8.5% | +8.7% |
| 7D | -2.1% | +2.6% | -4.7% | -3.9% |
| 30D | -20.8% | +5.6% | -26.4% | -23.8% |
| 3M | -61.3% | -4.7% | -56.6% | -59.8% |
| 6M | -50.9% | -6.1% | -44.8% | -48.7% |
| YTD | -69.4% | +46.3% | -115.7% | -82.1% |
| 1Y | -68.4% | +18.7% | -87.1% | -73.8% |
| All | -68.4% | +19.5% | -87.9% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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