+231.3%
FLR vs IFF
-35.8%
+267.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -3.5% | -3.2% | -0.3% | -2.7% |
| 30D | +4.2% | -0.3% | +4.5% | +4.1% |
| 3M | +8.1% | +8.4% | -0.4% | +5.2% |
| 6M | +21.5% | +23.0% | -1.5% | +13.2% |
| YTD | +36.8% | +25.5% | +11.3% | +26.0% |
| 1Y | +31.2% | +29.1% | +2.1% | +19.4% |
| 3Y | +53.9% | +31.7% | +22.2% | +34.8% |
| All | +231.3% | -35.8% | +267.1% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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