-30.2%
FLUT vs IOT
+54.4%
-84.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -0.3% | -4.7% | +4.3% | +0.3% |
| 3M | -12.6% | +17.8% | -30.4% | -15.9% |
| 6M | -8.0% | +16.8% | -24.8% | -11.8% |
| YTD | -54.1% | +8.4% | -62.5% | -55.8% |
| 1Y | -66.1% | -0.8% | -65.3% | -67.0% |
| 3Y | -45.0% | +25.7% | -70.8% | -50.4% |
| All | -30.2% | +54.4% | -84.5% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling