+231.3%
FLR vs IAG
+820.9%
-589.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.3% |
| 30D | +4.2% | +12.1% | -7.9% | +1.6% |
| 3M | +8.1% | +25.5% | -17.5% | +3.0% |
| 6M | +21.5% | -7.1% | +28.6% | +21.2% |
| YTD | +36.8% | +22.9% | +13.9% | +28.8% |
| 1Y | +31.2% | +83.3% | -52.1% | +14.7% |
| 3Y | +53.9% | +808.5% | -754.6% | -4.3% |
| All | +231.3% | +820.9% | -589.6% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling