+92.3%
IBB vs FLR
+45.9%
+46.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.3% | -5.5% | +1.7% |
| 7D | +2.7% | +8.5% | -5.8% | +1.6% |
| 30D | +6.3% | -0.7% | +7.0% | +6.3% |
| 3M | +11.1% | -11.7% | +22.8% | +12.5% |
| 6M | +29.2% | +16.2% | +13.0% | +25.7% |
| YTD | +30.2% | +27.0% | +3.2% | +24.7% |
| 1Y | +39.5% | +10.1% | +29.4% | +35.9% |
| 3Y | +92.3% | +46.2% | +46.2% | +70.0% |
| All | +92.3% | +45.9% | +46.5% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling