-26.8%
FLUT vs IAG
+389.3%
-416.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | -0.7% | -7.7% | +7.0% | -0.3% |
| 30D | +9.3% | +1.6% | +7.7% | +9.0% |
| 3M | -17.5% | -2.4% | -15.1% | -17.5% |
| 6M | -14.6% | -7.8% | -6.8% | -14.6% |
| YTD | -62.3% | +5.0% | -67.3% | -62.9% |
| 1Y | -59.6% | +25.7% | -85.3% | -60.8% |
| 3Y | -45.3% | +694.5% | -739.8% | -53.3% |
| 5Y | -50.4% | +421.7% | -472.1% | -58.0% |
| All | -26.8% | +389.3% | -416.1% | -39.2% |
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