+23.7%
IP vs FLR
+10.4%
+13.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | 0.0% | +5.1% | -5.1% | -0.8% |
| 30D | +9.4% | -0.5% | +9.8% | +9.3% |
| 3M | -14.1% | -3.5% | -10.6% | -13.8% |
| 6M | +9.2% | +16.5% | -7.3% | +5.5% |
| YTD | -7.5% | +27.3% | -34.8% | -12.7% |
| 1Y | -2.8% | +10.6% | -13.4% | -6.1% |
| 3Y | +21.2% | +39.4% | -18.1% | +9.0% |
| 5Y | -11.5% | +126.4% | -137.9% | -28.1% |
| 10Y | +23.7% | +8.4% | +15.3% | +14.3% |
| All | +23.7% | +10.4% | +13.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling