-62.3%
FLUT vs IP
-0.2%
-62.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.7% |
| 7D | -1.1% | -5.1% | +4.0% | -0.3% |
| 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% | -18.5% |
| YTD | -62.0% | -9.1% | -52.9% | -61.7% |
| 1Y | -62.3% | -0.8% | -61.4% | -63.4% |
| All | -62.3% | -0.2% | -62.0% | -63.4% |
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