+137.5%
IAU vs FLNC
-71.1%
+208.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.6% |
| 7D | -3.4% | -5.0% | +1.6% | -3.3% |
| 30D | -1.1% | -26.1% | +25.0% | -0.3% |
| 3M | +5.8% | -55.2% | +61.0% | +7.9% |
| 6M | -16.9% | -42.6% | +25.7% | -16.3% |
| YTD | +0.1% | -51.0% | +51.1% | +1.1% |
| 1Y | +18.4% | +43.3% | -24.9% | +16.8% |
| 3Y | +123.6% | -63.4% | +187.0% | +124.1% |
| All | +137.5% | -71.1% | +208.6% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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