-10.4%
FLUT vs IAG
+434.9%
-445.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -2.6% | +1.7% | -4.3% | -2.7% |
| 30D | +5.4% | +11.4% | -6.1% | +4.8% |
| 3M | -10.8% | +33.0% | -43.8% | -12.1% |
| 6M | -9.2% | -6.0% | -3.2% | -9.2% |
| YTD | -53.8% | +24.6% | -78.4% | -54.9% |
| 1Y | -66.0% | +105.0% | -171.0% | -67.8% |
| 3Y | -44.7% | +837.9% | -882.6% | -52.8% |
| 5Y | -50.6% | +817.0% | -867.5% | -59.1% |
| All | -10.4% | +434.9% | -445.3% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling