+18.9%
IWM vs FLNC
-69.0%
+87.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.2% | -8.7% | +0.8% |
| 7D | +1.0% | -2.1% | +3.1% | +1.0% |
| 30D | +0.2% | -20.8% | +21.0% | +1.6% |
| 3M | -5.6% | -61.3% | +55.7% | -0.1% |
| 6M | +2.7% | -50.9% | +53.6% | +5.0% |
| YTD | +16.2% | -69.4% | +85.5% | +21.2% |
| 1Y | +18.9% | -68.4% | +87.4% | +22.3% |
| All | +18.9% | -69.0% | +87.9% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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