-11.0%
FLUT vs IEF
+4.0%
-15.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | -0.3% | -1.5% | +1.1% | -0.1% |
| 3M | -12.6% | -1.7% | -11.0% | -12.4% |
| 6M | -8.0% | -3.5% | -4.5% | -7.5% |
| YTD | -54.1% | -2.6% | -51.5% | -53.9% |
| 1Y | -66.1% | -2.4% | -63.7% | -66.0% |
| 3Y | -45.0% | +8.9% | -54.0% | -46.2% |
| 5Y | -51.2% | -9.2% | -42.0% | -53.4% |
| All | -11.0% | +4.0% | -15.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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