-51.3%
FLUT vs IAG
+495.5%
-546.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +0.9% |
| 7D | -1.5% | +16.8% | -18.3% | -2.2% |
| 30D | +3.4% | -1.5% | +4.9% | +3.4% |
| 3M | -12.5% | +0.5% | -13.0% | -12.6% |
| 6M | -18.5% | -1.0% | -17.5% | -18.5% |
| YTD | -61.6% | +12.3% | -73.9% | -62.4% |
| 1Y | -64.1% | +39.2% | -103.4% | -65.4% |
| 3Y | -44.5% | +712.3% | -756.7% | -53.2% |
| 5Y | -51.3% | +484.2% | -535.5% | -62.1% |
| All | -51.3% | +495.5% | -546.8% | -62.1% |
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 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