-63.2%
FLUT vs IOT
+8.2%
-71.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.5% | -3.2% |
| 7D | +4.2% | -0.5% | +4.6% | +4.2% |
| 30D | +8.0% | +1.0% | +7.0% | +7.6% |
| 3M | -22.1% | +10.9% | -33.0% | -24.3% |
| 6M | -21.7% | +39.9% | -61.6% | -28.0% |
| YTD | -62.0% | +20.8% | -82.7% | -65.5% |
| 1Y | -63.2% | +10.6% | -73.7% | -67.5% |
| All | -63.2% | +8.2% | -71.3% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling