+557.6%
IBB vs FLR
+244.6%
+313.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +0.8% | +5.1% | -4.3% | -0.2% |
| 30D | +5.2% | -0.5% | +5.7% | +5.1% |
| 3M | +8.6% | -3.5% | +12.0% | +9.0% |
| 6M | +27.8% | +16.5% | +11.4% | +22.6% |
| YTD | +28.8% | +27.3% | +1.5% | +20.5% |
| 1Y | +36.4% | +10.6% | +25.8% | +31.0% |
| 3Y | +89.3% | +39.4% | +50.0% | +66.4% |
| 5Y | +43.3% | +126.4% | -83.1% | +10.7% |
| 10Y | +130.6% | +8.4% | +122.3% | +79.3% |
| All | +557.6% | +244.6% | +313.0% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling