+152.9%
IP vs FLR
+463.7%
-310.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.6% | -2.4% |
| 7D | -5.0% | -5.4% | +0.5% | -3.5% |
| 30D | +6.5% | -13.5% | +20.0% | +10.7% |
| 3M | -18.0% | -10.8% | -7.2% | -16.2% |
| 6M | +10.3% | -15.1% | +25.4% | +13.3% |
| YTD | -9.9% | +13.5% | -23.4% | -15.7% |
| 1Y | -1.1% | -5.1% | +4.1% | -2.8% |
| 3Y | +13.0% | +22.7% | -9.7% | -3.0% |
| 5Y | -12.3% | +94.8% | -107.1% | -37.4% |
| 10Y | +26.8% | +8.7% | +18.1% | -13.6% |
| All | +152.9% | +463.7% | -310.8% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling