-12.3%
IP vs FLR
+113.3%
-125.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.6% | -2.9% |
| 7D | -5.0% | -5.4% | +0.5% | -4.0% |
| 30D | +6.5% | -13.5% | +20.0% | +9.3% |
| 3M | -18.0% | -10.8% | -7.2% | -16.8% |
| 6M | +10.3% | -15.1% | +25.4% | +12.3% |
| YTD | -9.9% | +13.5% | -23.4% | -13.7% |
| 1Y | -1.1% | -5.1% | +4.1% | -2.2% |
| 3Y | +13.0% | +22.7% | -9.7% | +0.5% |
| 5Y | -12.3% | +94.8% | -107.1% | -29.4% |
| All | -12.3% | +113.3% | -125.5% | -29.4% |
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