-49.2%
FLUT vs IBN
+56.7%
-106.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.6% |
| 7D | +3.8% | -2.2% | +6.0% | +4.7% |
| 30D | +6.3% | -2.3% | +8.6% | +7.2% |
| 3M | -4.0% | +15.9% | -19.9% | -9.7% |
| 6M | -10.3% | +5.6% | -15.9% | -12.6% |
| YTD | -53.2% | -0.1% | -53.1% | -53.4% |
| 1Y | -65.0% | -6.5% | -58.5% | -64.3% |
| 3Y | -43.9% | +29.3% | -73.2% | -51.9% |
| 5Y | -49.2% | +56.6% | -105.8% | -61.6% |
| All | -49.2% | +56.7% | -106.0% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling