-45.3%
FLUT vs IOT
+75.5%
-120.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | +9.3% | +1.4% | +7.9% | +8.8% |
| 3M | -17.5% | +0.5% | -18.0% | -18.1% |
| 6M | -14.6% | +50.3% | -64.9% | -22.9% |
| YTD | -62.3% | +16.7% | -78.9% | -64.6% |
| 1Y | -59.6% | +6.8% | -66.5% | -61.6% |
| 3Y | -45.3% | +75.5% | -120.8% | -50.5% |
| All | -45.3% | +75.5% | -120.8% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling