-4.6%
IP vs FLNC
-75.3%
+70.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -0.3% | -11.2% | +10.9% | +0.1% |
| 30D | +7.9% | -24.6% | +32.6% | +8.9% |
| 3M | -15.3% | -64.6% | +49.3% | -12.6% |
| 6M | +10.5% | -78.8% | +89.3% | +15.4% |
| YTD | -9.4% | -76.3% | +67.0% | -7.6% |
| 1Y | -4.6% | -71.2% | +66.6% | -3.8% |
| All | -4.6% | -75.3% | +70.6% | -3.8% |
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