-49.5%
FLUT vs IJH
+48.0%
-97.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.2% |
| 7D | +0.4% | -1.9% | +2.3% | +2.1% |
| 30D | +2.5% | -4.6% | +7.2% | +6.7% |
| 3M | -9.2% | -1.2% | -8.1% | -8.6% |
| 6M | -8.2% | +9.4% | -17.6% | -15.9% |
| YTD | -53.2% | +13.3% | -66.6% | -58.5% |
| 1Y | -65.6% | +13.4% | -79.0% | -69.4% |
| 3Y | -43.6% | +50.4% | -94.0% | -61.0% |
| All | -49.5% | +48.0% | -97.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling