+55.7%
FLR vs IAG
+817.0%
-761.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.5% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | +4.9% | +11.4% | -6.5% | +2.6% |
| 3M | +10.8% | +33.0% | -22.2% | +4.9% |
| 6M | +19.7% | -6.0% | +25.7% | +18.4% |
| YTD | +38.4% | +24.6% | +13.8% | +30.8% |
| 1Y | +34.7% | +105.0% | -70.3% | +18.6% |
| All | +55.7% | +817.0% | -761.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling