-11.0%
FLUT vs IAG
+423.2%
-434.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -3.6% | -4.1% | +0.5% | -3.4% |
| 30D | -0.3% | +10.6% | -11.0% | -0.8% |
| 3M | -12.6% | +35.4% | -48.0% | -14.1% |
| 6M | -8.0% | -9.5% | +1.6% | -7.8% |
| YTD | -54.1% | +21.8% | -75.9% | -55.1% |
| 1Y | -66.1% | +84.1% | -150.3% | -67.8% |
| 3Y | -45.0% | +817.4% | -862.4% | -53.1% |
| 5Y | -51.2% | +830.1% | -881.3% | -59.7% |
| All | -11.0% | +423.2% | -434.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IAG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling