-26.3%
FLUT vs IP
+26.3%
-52.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -1.1% | -5.1% | +4.0% | -0.4% |
| 30D | +7.7% | +8.5% | -0.8% | +6.5% |
| 3M | -12.2% | -13.8% | +1.7% | -10.4% |
| 6M | -17.6% | +5.7% | -23.3% | -18.6% |
| YTD | -62.0% | -9.1% | -52.9% | -61.8% |
| 1Y | -62.3% | -0.8% | -61.4% | -62.6% |
| 3Y | -52.0% | +14.8% | -66.8% | -52.9% |
| 5Y | -51.8% | -11.5% | -40.2% | -52.2% |
| All | -26.3% | +26.3% | -52.6% | -11.5% |
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