+12.1%
IJH vs FLNC
-74.3%
+86.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -15.9% | +12.0% | -3.1% |
| 7D | -3.4% | -16.3% | +12.9% | -2.6% |
| 30D | -3.1% | -36.6% | +33.4% | -1.3% |
| 3M | -6.6% | -64.2% | +57.6% | -2.6% |
| 6M | -1.6% | -59.9% | +58.2% | +0.9% |
| YTD | +9.5% | -74.2% | +83.7% | +13.0% |
| 1Y | +12.1% | -75.4% | +87.5% | +15.4% |
| All | +12.1% | -74.3% | +86.4% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling