+26.8%
IP vs FLR
+17.5%
+9.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +1.5% |
| 7D | -3.0% | +8.5% | -11.5% | -4.4% |
| 30D | +10.6% | -0.7% | +11.3% | +10.6% |
| 3M | -13.6% | -11.7% | -1.9% | -12.1% |
| 6M | +10.4% | +16.2% | -5.8% | +6.8% |
| YTD | -6.5% | +27.0% | -33.5% | -11.6% |
| 1Y | -2.1% | +10.1% | -12.2% | -5.4% |
| 3Y | +22.0% | +46.2% | -24.2% | +8.8% |
| 5Y | -9.7% | +121.4% | -131.1% | -26.4% |
| 10Y | +26.8% | +11.0% | +15.8% | +16.3% |
| All | +26.8% | +17.5% | +9.3% | +16.3% |
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