+431.6%
IBKR vs FLNC
-70.4%
+502.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +2.0% |
| 7D | -1.3% | -4.1% | +2.7% | -1.1% |
| 30D | -0.2% | -24.8% | +24.5% | +2.2% |
| 3M | +3.0% | -59.1% | +62.1% | +10.6% |
| 6M | +33.9% | -42.0% | +75.8% | +36.3% |
| YTD | +42.5% | -49.8% | +92.3% | +45.8% |
| 1Y | +44.9% | +43.1% | +1.8% | +33.0% |
| 3Y | +293.0% | -61.0% | +354.0% | +271.2% |
| All | +431.6% | -70.4% | +502.0% | +396.8% |
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