-12.7%
IP vs FLNC
-69.8%
+57.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.3% | +3.3% | -4.5% |
| 7D | -4.6% | -4.2% | -0.4% | -4.3% |
| 30D | -15.3% | -20.0% | +4.7% | -14.0% |
| 3M | +2.7% | -56.9% | +59.5% | +8.1% |
| 6M | -7.4% | -35.5% | +28.2% | -7.0% |
| YTD | -8.8% | -48.8% | +40.0% | -8.0% |
| 1Y | -22.4% | +49.3% | -71.7% | -30.4% |
| 3Y | +14.2% | -61.8% | +76.0% | +6.8% |
| All | -12.7% | -69.8% | +57.1% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling