+14.8%
IP vs FLNC
-72.6%
+87.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.6% |
| 7D | -5.1% | -7.9% | +2.8% | -4.7% |
| 30D | +8.5% | -31.3% | +39.8% | +10.7% |
| 3M | -13.8% | -60.1% | +46.3% | -9.5% |
| 6M | +5.7% | -61.1% | +66.9% | +9.1% |
| YTD | -9.1% | -73.4% | +64.2% | -5.2% |
| 1Y | -0.8% | -73.4% | +72.6% | +2.8% |
| 3Y | +14.8% | -71.9% | +86.7% | +1.9% |
| All | +14.8% | -72.6% | +87.4% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling