-49.2%
FLUT vs IAG
+766.8%
-816.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +3.8% | +4.3% | -0.4% | +3.6% |
| 30D | +6.3% | +9.8% | -3.5% | +5.9% |
| 3M | -4.0% | +28.9% | -33.0% | -5.2% |
| 6M | -10.3% | -7.6% | -2.7% | -10.0% |
| YTD | -53.2% | +22.0% | -75.1% | -54.2% |
| 1Y | -65.0% | +99.5% | -164.5% | -67.1% |
| 3Y | -43.9% | +818.3% | -862.2% | -52.6% |
| 5Y | -49.2% | +785.9% | -835.2% | -59.8% |
| All | -49.2% | +766.8% | -816.1% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling