+320.0%
FLR vs IAG
+377.5%
-57.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | +5.4% | -0.5% | +6.0% | +5.4% |
| 30D | +11.4% | +28.9% | -17.5% | +7.0% |
| 3M | +11.4% | +19.1% | -7.7% | +8.1% |
| 6M | +16.6% | -10.3% | +26.9% | +17.5% |
| YTD | +41.7% | +24.2% | +17.5% | +34.8% |
| 1Y | +35.4% | +116.5% | -81.1% | +18.0% |
| 3Y | +57.3% | +742.8% | -685.5% | +7.2% |
| 5Y | +241.0% | +753.3% | -512.3% | +121.3% |
| 10Y | +16.6% | +403.2% | -386.5% | -27.8% |
| All | +320.0% | +377.5% | -57.4% | +103.0% |
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 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