-51.3%
FLUT vs IP
-11.1%
-40.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +0.9% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +3.4% | +9.4% | -5.9% | +1.0% |
| 3M | -12.5% | -14.1% | +1.6% | -9.2% |
| 6M | -18.5% | +9.2% | -27.6% | -21.2% |
| YTD | -61.6% | -7.5% | -54.1% | -61.6% |
| 1Y | -64.1% | -2.8% | -61.3% | -64.6% |
| 3Y | -44.5% | +21.2% | -65.7% | -51.0% |
| 5Y | -51.3% | -11.5% | -39.8% | -51.9% |
| All | -51.3% | -11.1% | -40.2% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling