+1,439.4%
FLUT vs IAG
+299.6%
+1,139.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -4.0% |
| 7D | -1.2% | -2.1% | +0.9% | -1.2% |
| 30D | +5.0% | -6.2% | +11.2% | +5.1% |
| 3M | -16.4% | -5.1% | -11.3% | -16.4% |
| 6M | -14.6% | -10.0% | -4.6% | -14.5% |
| YTD | -61.9% | +3.9% | -65.8% | -62.2% |
| 1Y | -65.0% | +18.9% | -83.9% | -65.5% |
| 3Y | -44.8% | +651.8% | -696.6% | -49.1% |
| 5Y | -49.9% | +416.3% | -466.2% | -53.9% |
| 10Y | -26.1% | +377.4% | -403.5% | -32.7% |
| All | +1,439.4% | +299.6% | +1,139.8% | +1,209.5% |
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