-11.5%
IP vs FLNC
-85.3%
+73.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +7.9% | -0.5% |
| 7D | 0.0% | -10.7% | +10.8% | +0.7% |
| 30D | +9.4% | -33.9% | +43.3% | +12.1% |
| 3M | -14.1% | -61.2% | +47.1% | -8.9% |
| 6M | +9.2% | -79.7% | +88.9% | +19.3% |
| YTD | -7.5% | -75.2% | +67.6% | -2.5% |
| 1Y | -2.8% | -77.5% | +74.7% | +2.7% |
| 3Y | +21.2% | -71.4% | +92.6% | +14.6% |
| 5Y | -11.5% | -85.6% | +74.1% | -16.1% |
| All | -11.5% | -85.3% | +73.9% | -15.9% |
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