+2,054.3%
FLUT vs IEF
+116.7%
+1,937.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | -1.6% | -0.3% | -1.4% | -1.7% |
| 30D | +7.7% | -0.8% | +8.5% | +7.7% |
| 3M | -0.7% | -1.0% | +0.3% | -0.8% |
| 6M | -11.2% | -2.8% | -8.4% | -11.4% |
| YTD | -53.4% | -1.5% | -51.9% | -53.5% |
| 1Y | -65.8% | -0.4% | -65.3% | -65.8% |
| 3Y | -44.9% | +9.7% | -54.6% | -44.5% |
| 5Y | -49.7% | -8.3% | -41.4% | -51.4% |
| 10Y | -9.7% | +4.6% | -14.3% | -9.8% |
| All | +2,054.3% | +116.7% | +1,937.6% | +2,443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling