+434.4%
FLR vs IFF
+687.7%
-253.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.3% |
| 7D | -3.1% | -3.0% | -0.1% | -1.4% |
| 30D | +4.9% | -0.9% | +5.9% | +5.2% |
| 3M | +10.8% | +11.8% | -1.0% | +2.3% |
| 6M | +19.7% | +16.5% | +3.1% | +5.5% |
| YTD | +38.4% | +26.5% | +11.8% | +15.0% |
| 1Y | +34.7% | +32.7% | +2.0% | +7.7% |
| 3Y | +56.7% | +32.0% | +24.7% | +19.5% |
| 5Y | +241.6% | -36.1% | +277.7% | +286.1% |
| 10Y | +20.2% | -20.1% | +40.3% | +6.9% |
| All | +434.4% | +687.7% | -253.2% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling