-51.8%
FLUT vs IBN
+70.2%
-122.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | -6.5% | +14.6% | -21.1% | -11.8% |
| 30D | +2.8% | +23.5% | -20.8% | -6.1% |
| 3M | -13.5% | +14.0% | -27.5% | -18.2% |
| 6M | -19.0% | +31.1% | -50.1% | -28.0% |
| YTD | -61.9% | +16.6% | -78.4% | -64.5% |
| 1Y | -63.2% | +14.9% | -78.2% | -65.6% |
| 3Y | -46.0% | +56.9% | -102.9% | -58.1% |
| 5Y | -51.8% | +69.7% | -121.4% | -65.5% |
| All | -51.8% | +70.2% | -122.0% | -65.5% |
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 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