+6.0%
IOT vs FLNC
-74.3%
+80.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.9% | +11.9% | -3.3% |
| 7D | -1.3% | -16.3% | +15.0% | -0.6% |
| 30D | -1.6% | -36.6% | +35.0% | +0.2% |
| 3M | +6.1% | -64.2% | +70.3% | +10.2% |
| 6M | +34.9% | -59.9% | +94.8% | +37.5% |
| YTD | +15.9% | -74.2% | +90.2% | +18.2% |
| 1Y | +6.0% | -75.4% | +81.4% | +8.8% |
| All | +6.0% | -74.3% | +80.3% | +8.8% |
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 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