+266.3%
FLR vs IAG
+303.8%
-37.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.3% |
| 7D | +5.4% | -7.7% | +13.1% | +6.7% |
| 30D | +2.8% | +1.6% | +1.3% | +2.4% |
| 3M | -6.4% | -2.4% | -4.0% | -6.4% |
| 6M | +8.8% | -7.8% | +16.6% | +9.4% |
| YTD | +23.6% | +5.0% | +18.6% | +20.4% |
| 1Y | +13.8% | +25.7% | -11.9% | +7.8% |
| 3Y | +36.5% | +694.5% | -658.0% | -6.0% |
| 5Y | +119.3% | +421.7% | -302.3% | +52.9% |
| 10Y | +8.0% | +382.5% | -374.5% | -32.3% |
| All | +266.3% | +303.8% | -37.5% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling