+1,449.6%
FLUT vs IAG
+331.8%
+1,117.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +0.8% |
| 7D | -1.5% | +16.8% | -18.3% | -2.0% |
| 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% | -18.6% |
| YTD | -61.6% | +12.3% | -73.9% | -62.0% |
| 1Y | -64.1% | +39.2% | -103.4% | -64.8% |
| 3Y | -44.5% | +712.3% | -756.7% | -48.9% |
| 5Y | -51.3% | +484.2% | -535.5% | -55.4% |
| 10Y | -25.6% | +382.3% | -407.9% | -32.3% |
| All | +1,449.6% | +331.8% | +1,117.8% | +1,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling