+26.5%
IP vs FLR
+11.0%
+15.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | -5.1% | -0.8% | -4.2% | -5.0% |
| 30D | +8.5% | -9.1% | +17.6% | +10.1% |
| 3M | -13.8% | -4.7% | -9.2% | -13.6% |
| 6M | +5.7% | -14.2% | +20.0% | +7.3% |
| YTD | -9.1% | +17.3% | -26.4% | -12.9% |
| 1Y | -0.8% | +4.3% | -5.1% | -3.2% |
| 3Y | +14.8% | +30.7% | -15.9% | +4.3% |
| 5Y | -11.5% | +101.3% | -112.8% | -26.7% |
| All | +26.5% | +11.0% | +15.5% | +15.6% |
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