-29.7%
FLUT vs IOT
+55.2%
-84.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.4% | -0.6% |
| 7D | -2.6% | +5.1% | -7.7% | -3.6% |
| 30D | +5.4% | -3.0% | +8.4% | +5.7% |
| 3M | -10.8% | +15.0% | -25.7% | -13.7% |
| 6M | -9.2% | +13.1% | -22.4% | -12.5% |
| YTD | -53.8% | +9.0% | -62.8% | -55.6% |
| 1Y | -66.0% | +0.1% | -66.1% | -66.9% |
| 3Y | -44.7% | +26.4% | -71.1% | -50.1% |
| All | -29.7% | +55.2% | -84.9% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling