-12.4%
IP vs FLR
+93.7%
-106.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.2% |
| 7D | -5.1% | -0.8% | -4.2% | -5.0% |
| 30D | +8.5% | -9.1% | +17.6% | +10.3% |
| 3M | -13.8% | -4.7% | -9.2% | -13.6% |
| 6M | +5.7% | -14.2% | +20.0% | +7.4% |
| YTD | -9.1% | +17.3% | -26.4% | -13.5% |
| 1Y | -0.8% | +4.3% | -5.1% | -3.6% |
| 3Y | +14.8% | +30.7% | -15.9% | +0.8% |
| All | -12.4% | +93.7% | -106.0% | -29.9% |
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