-19.7%
FLUT vs IP
+11.3%
-31.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +1.9% |
| 7D | +4.8% | -5.0% | +9.7% | +5.4% |
| 30D | +8.8% | +6.5% | +2.3% | +8.3% |
| 3M | -10.7% | -18.0% | +7.3% | -10.2% |
| 6M | -19.7% | +10.3% | -30.0% | -18.1% |
| All | -19.7% | +11.3% | -31.0% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling