+55.4%
IOT vs FLNC
-67.5%
+122.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -0.6% |
| 7D | -4.5% | -4.1% | -0.5% | -3.8% |
| 30D | -2.4% | -24.8% | +22.3% | +2.9% |
| 3M | +19.0% | -59.1% | +78.1% | +39.3% |
| 6M | +19.6% | -42.0% | +61.6% | +21.7% |
| YTD | +8.3% | -49.8% | +58.1% | +8.7% |
| 1Y | -0.8% | +43.1% | -43.9% | -30.1% |
| 3Y | +24.4% | -61.0% | +85.4% | +2.4% |
| All | +55.4% | -67.5% | +122.9% | +33.0% |
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