-6.2%
IP vs FLNC
-69.1%
+63.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | -5.3% | -4.9% | -0.4% | -4.9% |
| 30D | -10.9% | -27.3% | +16.4% | -9.0% |
| 3M | +11.2% | -61.9% | +73.0% | +17.9% |
| 6M | -10.2% | -34.5% | +24.3% | -9.9% |
| YTD | -2.0% | -47.7% | +45.7% | -1.2% |
| 1Y | -19.1% | +53.3% | -72.4% | -27.6% |
| 3Y | +20.9% | -62.4% | +83.3% | +13.2% |
| All | -6.2% | -69.1% | +63.0% | -14.8% |
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 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