+35.4%
IJR vs FLNC
-70.4%
+105.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.3% |
| 7D | -2.2% | -4.1% | +1.9% | -1.9% |
| 30D | -4.6% | -24.8% | +20.2% | -2.2% |
| 3M | +0.2% | -59.1% | +59.3% | +7.9% |
| 6M | +14.7% | -42.0% | +56.7% | +16.4% |
| YTD | +18.9% | -49.8% | +68.7% | +20.4% |
| 1Y | +19.9% | +43.1% | -23.1% | +5.1% |
| 3Y | +53.0% | -61.0% | +114.0% | +42.2% |
| All | +35.4% | -70.4% | +105.7% | +23.1% |
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