+29.5%
FLR vs IAG
+94.1%
-64.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | -6.9% | -4.1% | -2.8% | -5.9% |
| 30D | +1.1% | +10.6% | -9.5% | -2.1% |
| 3M | +14.3% | +35.4% | -21.1% | +4.6% |
| 6M | +19.1% | -9.5% | +28.7% | +17.1% |
| YTD | +35.1% | +21.8% | +13.3% | +23.2% |
| 1Y | +29.5% | +84.1% | -54.7% | +0.2% |
| All | +29.5% | +94.1% | -64.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling