-18.3%
IP vs FLNC
+53.1%
-71.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.1% |
| 7D | +0.1% | +6.0% | -5.9% | 0.0% |
| 30D | -11.2% | -16.3% | +5.1% | -11.0% |
| 3M | +12.3% | -54.1% | +66.4% | +13.9% |
| 6M | -5.2% | -25.3% | +20.1% | -4.6% |
| YTD | -4.0% | -44.2% | +40.2% | -3.7% |
| All | -18.3% | +53.1% | -71.4% | -12.6% |
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