-71.1%
FLNC vs IVZ
+58.1%
-129.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.6% | -7.6% |
| 7D | -4.2% | +1.2% | -5.3% | -5.5% |
| 30D | -20.0% | +1.8% | -21.8% | -21.6% |
| 3M | -56.9% | +15.7% | -72.6% | -62.0% |
| 6M | -35.5% | +36.3% | -71.9% | -52.0% |
| YTD | -48.8% | +24.9% | -73.8% | -58.0% |
| 1Y | +49.3% | +48.9% | +0.3% | +6.2% |
| 3Y | -61.8% | +136.8% | -198.6% | -83.5% |
| All | -71.1% | +58.1% | -129.1% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling