-25.6%
FLUT vs IBN
+364.2%
-389.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -1.5% | +15.8% | -17.2% | -3.7% |
| 30D | +3.4% | +25.1% | -21.6% | -0.1% |
| 3M | -12.5% | +16.0% | -28.4% | -14.5% |
| 6M | -18.5% | +32.8% | -51.2% | -22.0% |
| YTD | -61.6% | +18.0% | -79.7% | -62.7% |
| 1Y | -64.1% | +15.9% | -80.0% | -65.0% |
| 3Y | -44.5% | +57.6% | -102.1% | -48.3% |
| 5Y | -51.3% | +74.7% | -126.0% | -55.3% |
| 10Y | -25.6% | +373.9% | -399.5% | -34.5% |
| All | -25.6% | +364.2% | -389.7% | -34.5% |
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