+2.9%
IYR vs FLNC
-70.4%
+73.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -1.4% | -4.1% | +2.7% | -1.2% |
| 30D | -2.7% | -24.8% | +22.1% | -1.2% |
| 3M | -2.1% | -59.1% | +57.0% | +2.3% |
| 6M | +3.6% | -42.0% | +45.6% | +4.0% |
| YTD | +8.1% | -49.8% | +57.9% | +8.4% |
| 1Y | +4.7% | +43.1% | -38.4% | -5.7% |
| 3Y | +29.1% | -61.0% | +90.1% | +22.0% |
| All | +2.9% | -70.4% | +73.2% | -5.5% |
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