-64.1%
FLUT vs IP
-3.2%
-60.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +3.4% | +9.4% | -5.9% | +2.1% |
| 3M | -12.5% | -14.1% | +1.6% | -10.9% |
| 6M | -18.5% | +9.2% | -27.6% | -19.7% |
| YTD | -61.6% | -7.5% | -54.1% | -61.5% |
| 1Y | -64.1% | -2.8% | -61.3% | -64.5% |
| All | -64.1% | -3.2% | -60.9% | -64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling