-61.0%
FLNC vs IVZ
+134.7%
-195.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.5% |
| 7D | -4.1% | -2.4% | -1.7% | -2.0% |
| 30D | -24.8% | +3.0% | -27.8% | -27.0% |
| 3M | -59.1% | +14.9% | -74.0% | -63.6% |
| 6M | -42.0% | +36.7% | -78.7% | -56.3% |
| YTD | -49.8% | +25.7% | -75.5% | -58.6% |
| 1Y | +43.1% | +47.7% | -4.6% | +4.8% |
| 3Y | -61.0% | +138.8% | -199.8% | -83.8% |
| All | -61.0% | +134.7% | -195.7% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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