-8.8%
IT vs FLR
+2.5%
-11.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.3% |
| 7D | -5.5% | +1.4% | -6.8% | -5.1% |
| 30D | +10.3% | -5.9% | +16.3% | +9.9% |
| 3M | +11.5% | -7.6% | +19.1% | +10.9% |
| 6M | +40.3% | -9.3% | +49.6% | +41.2% |
| YTD | -17.9% | +20.1% | -38.0% | -19.6% |
| 1Y | -8.8% | +3.0% | -11.8% | -7.2% |
| All | -8.8% | +2.5% | -11.3% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling