-7.7%
IEF vs FLNC
-70.4%
+62.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.2% |
| 7D | -1.3% | -4.1% | +2.7% | -1.3% |
| 30D | -1.7% | -24.8% | +23.0% | -1.6% |
| 3M | -2.5% | -59.1% | +56.6% | -2.0% |
| 6M | -3.3% | -42.0% | +38.7% | -3.1% |
| YTD | -2.8% | -49.8% | +47.0% | -2.7% |
| 1Y | -2.7% | +43.1% | -45.8% | -3.9% |
| 3Y | +8.9% | -61.0% | +69.9% | +8.4% |
| All | -7.7% | -70.4% | +62.6% | -9.4% |
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