-9.3%
FLUT vs IFF
-20.3%
+10.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +0.4% | -3.2% | +3.6% | +1.0% |
| 30D | +2.5% | -0.3% | +2.8% | +2.6% |
| 3M | -9.2% | +8.4% | -17.7% | -10.7% |
| 6M | -8.2% | +23.0% | -31.3% | -12.2% |
| YTD | -53.2% | +25.5% | -78.7% | -55.6% |
| 1Y | -65.6% | +29.1% | -94.6% | -67.6% |
| 3Y | -43.6% | +31.7% | -75.2% | -47.6% |
| 5Y | -50.3% | -35.2% | -15.1% | -49.0% |
| All | -9.3% | -20.3% | +10.9% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling