+2,067.0%
FLUT vs IFF
+340.7%
+1,726.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +6.3% | -0.3% | +6.6% | +6.4% |
| 3M | -4.0% | +18.6% | -22.6% | -5.7% |
| 6M | -10.3% | +17.4% | -27.7% | -12.0% |
| YTD | -53.2% | +28.5% | -81.6% | -54.6% |
| 1Y | -65.0% | +32.5% | -97.6% | -66.3% |
| 3Y | -43.9% | +34.1% | -78.0% | -46.1% |
| 5Y | -49.2% | -35.2% | -14.1% | -48.9% |
| 10Y | -9.2% | -21.1% | +11.9% | -9.0% |
| All | +2,067.0% | +340.7% | +1,726.2% | +1,910.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling