+123.1%
IBB vs FLR
+7.4%
+115.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -0.5% | +5.4% | -5.9% | -1.1% |
| 30D | +4.6% | +2.8% | +1.7% | +4.2% |
| 3M | +6.8% | -6.4% | +13.2% | +7.5% |
| 6M | +23.1% | +8.8% | +14.3% | +21.1% |
| YTD | +26.0% | +23.6% | +2.4% | +21.7% |
| 1Y | +30.4% | +13.8% | +16.6% | +27.0% |
| 3Y | +85.4% | +36.5% | +49.0% | +72.9% |
| 5Y | +39.7% | +119.3% | -79.6% | +22.1% |
| All | +123.1% | +7.4% | +115.7% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling