+34.4%
IWM vs FLNC
-70.4%
+104.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | -2.4% | -4.1% | +1.7% | -2.0% |
| 30D | -4.6% | -24.8% | +20.2% | -1.7% |
| 3M | -0.3% | -59.1% | +58.8% | +8.9% |
| 6M | +14.7% | -42.0% | +56.7% | +16.9% |
| YTD | +17.8% | -49.8% | +67.6% | +20.0% |
| 1Y | +21.2% | +43.1% | -21.9% | +4.5% |
| 3Y | +62.3% | -61.0% | +123.3% | +50.4% |
| All | +34.4% | -70.4% | +104.7% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling