-43.9%
FLUT vs IAG
+797.8%
-841.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +3.8% | +4.3% | -0.4% | +3.7% |
| 30D | +6.3% | +9.8% | -3.5% | +6.0% |
| 3M | -4.0% | +28.9% | -33.0% | -4.8% |
| 6M | -10.3% | -7.6% | -2.7% | -9.7% |
| YTD | -53.2% | +22.0% | -75.1% | -54.3% |
| 1Y | -65.0% | +99.5% | -164.5% | -67.5% |
| 3Y | -43.9% | +818.3% | -862.2% | -54.7% |
| All | -43.9% | +797.8% | -841.7% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling