+2,037.5%
FLUT vs IJH
+1,187.0%
+850.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +5.4% | -3.8% | +9.2% | +6.4% |
| 3M | -10.8% | 0.0% | -10.8% | -10.8% |
| 6M | -9.2% | +8.8% | -18.0% | -11.1% |
| YTD | -53.8% | +13.5% | -67.3% | -55.2% |
| 1Y | -66.0% | +15.4% | -81.4% | -67.1% |
| 3Y | -44.7% | +50.9% | -95.6% | -49.2% |
| 5Y | -50.6% | +47.8% | -98.4% | -54.6% |
| 10Y | -10.4% | +183.1% | -193.5% | -22.9% |
| All | +2,037.5% | +1,187.0% | +850.4% | +1,557.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling