+1,660.0%
FLUT vs IP
+167.0%
+1,493.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | +4.2% | +3.4% | +0.8% | +3.9% |
| 30D | +8.0% | +11.2% | -3.2% | +7.0% |
| 3M | -22.1% | -14.8% | -7.3% | -21.1% |
| 6M | -21.7% | +17.3% | -39.0% | -23.0% |
| YTD | -62.0% | -6.2% | -55.8% | -62.0% |
| 1Y | -63.2% | +2.3% | -65.5% | -63.4% |
| 3Y | -52.1% | +17.7% | -69.8% | -52.9% |
| 5Y | -52.9% | -8.4% | -44.5% | -53.2% |
| 10Y | -26.2% | +32.1% | -58.3% | -28.3% |
| All | +1,660.0% | +167.0% | +1,493.0% | +1,592.1% |
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 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