-61.0%
FLNC vs IRM
+102.2%
-163.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +0.8% |
| 7D | -4.1% | -1.4% | -2.6% | -2.9% |
| 30D | -24.8% | -7.4% | -17.4% | -20.1% |
| 3M | -59.1% | -7.4% | -51.8% | -56.5% |
| 6M | -42.0% | +8.7% | -50.6% | -46.8% |
| YTD | -49.8% | +40.9% | -90.7% | -63.5% |
| 1Y | +43.1% | +20.5% | +22.6% | +21.9% |
| 3Y | -61.0% | +101.7% | -162.7% | -83.2% |
| All | -61.0% | +102.2% | -163.1% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling