-65.8%
FLUT vs IFF
+34.4%
-100.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.8% |
| 30D | +7.7% | -2.0% | +9.7% | +7.2% |
| 3M | -0.7% | +18.5% | -19.3% | +0.9% |
| 6M | -11.2% | +11.7% | -22.8% | -11.1% |
| YTD | -53.4% | +29.6% | -83.0% | -52.9% |
| 1Y | -65.8% | +35.0% | -100.7% | -65.9% |
| All | -65.8% | +34.4% | -100.2% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling