+1,780.1%
FLUT vs IAG
+377.5%
+1,402.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | +7.7% | +28.9% | -21.1% | +7.0% |
| 3M | -0.7% | +19.1% | -19.9% | -1.3% |
| 6M | -11.2% | -10.3% | -0.9% | -11.1% |
| YTD | -53.4% | +24.2% | -77.6% | -54.0% |
| 1Y | -65.8% | +116.5% | -182.3% | -66.9% |
| 3Y | -44.9% | +742.8% | -787.7% | -49.3% |
| 5Y | -49.7% | +753.3% | -803.0% | -54.3% |
| 10Y | -9.7% | +403.2% | -412.9% | -18.1% |
| All | +1,780.1% | +377.5% | +1,402.6% | +1,492.2% |
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