-10.5%
IP vs FLNC
-83.9%
+73.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.7% |
| 7D | -3.0% | +3.6% | -6.7% | -3.4% |
| 30D | +10.6% | -27.3% | +37.9% | +12.7% |
| 3M | -13.6% | -59.1% | +45.5% | -8.7% |
| 6M | +10.4% | -77.6% | +88.1% | +19.9% |
| YTD | -6.5% | -72.7% | +66.2% | -2.0% |
| 1Y | -2.1% | -74.0% | +71.9% | +2.3% |
| 3Y | +22.0% | -69.6% | +91.6% | +14.9% |
| 5Y | -9.7% | -85.2% | +75.5% | -14.5% |
| All | -10.5% | -83.9% | +73.4% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling