+16.8%
FLR vs IAG
+427.6%
-410.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | +4.2% | +12.1% | -7.9% | +2.4% |
| 3M | +8.1% | +25.5% | -17.5% | +4.6% |
| 6M | +21.5% | -7.1% | +28.6% | +21.4% |
| YTD | +36.8% | +22.9% | +13.9% | +31.6% |
| 1Y | +31.2% | +83.3% | -52.1% | +20.2% |
| 3Y | +53.9% | +808.5% | -754.6% | +15.2% |
| 5Y | +243.0% | +838.0% | -594.9% | +146.5% |
| All | +16.8% | +427.6% | -410.8% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling