-9.3%
FLUT vs IJH
+184.0%
-193.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | +0.4% | -1.9% | +2.3% | +1.3% |
| 30D | +2.5% | -4.6% | +7.2% | +4.7% |
| 3M | -9.2% | -1.2% | -8.1% | -8.9% |
| 6M | -8.2% | +9.4% | -17.6% | -12.0% |
| YTD | -53.2% | +13.3% | -66.6% | -55.9% |
| 1Y | -65.6% | +13.4% | -79.0% | -67.5% |
| 3Y | -43.6% | +50.4% | -94.0% | -51.9% |
| 5Y | -50.3% | +49.0% | -99.3% | -57.8% |
| All | -9.3% | +184.0% | -193.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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