+2,054.3%
FLUT vs IP
+178.9%
+1,875.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | -1.6% | -5.3% | +3.6% | -1.2% |
| 30D | +7.7% | -10.9% | +18.6% | +8.8% |
| 3M | -0.7% | +11.2% | -11.9% | -1.8% |
| 6M | -11.2% | -10.2% | -0.9% | -10.7% |
| YTD | -53.4% | -2.0% | -51.5% | -53.6% |
| 1Y | -65.8% | -19.1% | -46.7% | -65.4% |
| 3Y | -44.9% | +20.9% | -65.8% | -46.0% |
| 5Y | -49.7% | -17.8% | -31.9% | -49.8% |
| 10Y | -9.7% | +23.5% | -33.2% | -12.0% |
| All | +2,054.3% | +178.9% | +1,875.3% | +1,964.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling