-26.1%
FLUT vs IP
+31.6%
-57.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | 0.0% |
| 7D | -6.5% | -3.0% | -3.4% | -6.1% |
| 30D | +2.8% | +10.6% | -7.8% | +1.3% |
| 3M | -13.5% | -13.6% | +0.1% | -11.8% |
| 6M | -19.0% | +10.4% | -29.4% | -20.5% |
| YTD | -61.9% | -6.5% | -55.4% | -61.9% |
| 1Y | -63.2% | -2.1% | -61.1% | -63.5% |
| 3Y | -46.0% | +22.0% | -68.0% | -47.5% |
| 5Y | -51.8% | -9.7% | -42.1% | -52.4% |
| 10Y | -26.1% | +26.8% | -52.9% | -14.2% |
| All | -26.1% | +31.6% | -57.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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