-52.0%
FLUT vs IP
+13.9%
-65.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.7% |
| 7D | -1.1% | -5.1% | +4.0% | 0.0% |
| 30D | +7.7% | +8.5% | -0.8% | +5.9% |
| 3M | -12.2% | -13.8% | +1.7% | -9.5% |
| 6M | -17.6% | +5.7% | -23.3% | -19.2% |
| YTD | -62.0% | -9.1% | -52.9% | -61.7% |
| 1Y | -62.3% | -0.8% | -61.4% | -62.9% |
| 3Y | -52.0% | +14.8% | -66.8% | -54.3% |
| All | -52.0% | +13.9% | -65.9% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling