-11.0%
FLUT vs IBN
+316.4%
-327.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -3.6% | -5.5% | +1.9% | -2.8% |
| 30D | -0.3% | -3.4% | +3.1% | +0.2% |
| 3M | -12.6% | +8.7% | -21.3% | -13.7% |
| 6M | -8.0% | +3.7% | -11.7% | -8.6% |
| YTD | -54.1% | -2.4% | -51.7% | -54.0% |
| 1Y | -66.1% | -8.1% | -58.0% | -65.8% |
| 3Y | -45.0% | +26.3% | -71.4% | -47.0% |
| 5Y | -51.2% | +54.9% | -106.2% | -54.0% |
| All | -11.0% | +316.4% | -327.4% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling