+175.1%
IP vs FLR
+603.8%
-428.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.9% |
| 7D | -5.3% | +5.4% | -10.7% | -6.8% |
| 30D | -10.9% | +11.4% | -22.2% | -14.1% |
| 3M | +11.2% | +11.4% | -0.2% | +6.6% |
| 6M | -10.2% | +16.6% | -26.9% | -15.9% |
| YTD | -2.0% | +41.7% | -43.7% | -13.5% |
| 1Y | -19.1% | +35.4% | -54.5% | -28.2% |
| 3Y | +20.9% | +57.3% | -36.5% | -3.3% |
| 5Y | -17.8% | +241.0% | -258.8% | -50.6% |
| 10Y | +23.5% | +16.6% | +6.9% | -16.1% |
| All | +175.1% | +603.8% | -428.7% | -3.6% |
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