-51.2%
FLUT vs IP
+12.9%
-64.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.3% |
| 7D | +4.8% | -5.0% | +9.7% | +5.9% |
| 30D | +8.8% | +6.5% | +2.3% | +7.4% |
| 3M | -10.7% | -18.0% | +7.3% | -7.1% |
| 6M | -19.7% | +10.3% | -30.0% | -22.1% |
| YTD | -61.4% | -9.9% | -51.5% | -61.1% |
| 1Y | -61.6% | -1.1% | -60.6% | -62.2% |
| All | -51.2% | +12.9% | -64.2% | -53.5% |
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 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