-16.1%
IP vs FLR
+242.2%
-258.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.6% |
| 7D | -5.3% | +5.4% | -10.7% | -6.2% |
| 30D | -10.9% | +11.4% | -22.2% | -12.9% |
| 3M | +11.2% | +11.4% | -0.2% | +8.3% |
| 6M | -10.2% | +16.6% | -26.9% | -13.8% |
| YTD | -2.0% | +41.7% | -43.7% | -9.4% |
| 1Y | -19.1% | +35.4% | -54.5% | -24.9% |
| 3Y | +20.9% | +57.3% | -36.5% | +3.9% |
| All | -16.1% | +242.2% | -258.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling