-6.7%
IP vs FLR
+8.5%
-15.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | -0.9% | +10.1% | -11.0% | -2.4% |
| 30D | +6.7% | -0.5% | +7.2% | +6.6% |
| 3M | -16.6% | -4.8% | -11.7% | -16.1% |
| 6M | +6.0% | +10.7% | -4.7% | +3.1% |
| YTD | -10.7% | +25.0% | -35.6% | -16.4% |
| 1Y | -6.7% | +8.3% | -15.0% | -10.1% |
| All | -6.7% | +8.5% | -15.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling