-50.6%
FLUT vs IEF
-8.6%
-42.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +5.4% | -0.6% | +5.9% | +5.5% |
| 3M | -10.8% | -1.0% | -9.8% | -10.5% |
| 6M | -9.2% | -3.1% | -6.1% | -8.5% |
| YTD | -53.8% | -1.9% | -51.9% | -53.6% |
| 1Y | -66.0% | -1.4% | -64.6% | -65.9% |
| 3Y | -44.7% | +9.8% | -54.4% | -46.8% |
| 5Y | -50.6% | -8.8% | -41.8% | -59.4% |
| All | -50.6% | -8.6% | -42.0% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling