+64.8%
IBB vs FLR
+60.4%
+4.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.7% | +0.7% | -2.3% | -1.7% |
| 30D | +4.9% | -0.7% | +5.5% | +4.8% |
| 3M | +24.2% | +14.3% | +9.9% | +21.4% |
| 6M | +23.8% | +25.6% | -1.8% | +18.9% |
| YTD | +23.0% | +42.9% | -19.9% | +15.9% |
| 1Y | +46.2% | +38.7% | +7.4% | +37.9% |
| 3Y | +64.8% | +61.8% | +3.0% | +41.1% |
| All | +64.8% | +60.4% | +4.4% | +41.1% |
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