-63.2%
FLUT vs IRE
-97.6%
+34.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.2% | +20.9% | -2.4% |
| 7D | +4.2% | -46.8% | +51.0% | +4.2% |
| 30D | +8.0% | -75.5% | +83.5% | +8.4% |
| 3M | -22.1% | -79.4% | +57.3% | -21.8% |
| 6M | -21.7% | -91.3% | +69.6% | -20.7% |
| YTD | -62.0% | -90.8% | +28.9% | -62.7% |
| 1Y | -63.2% | -97.7% | +34.6% | -62.9% |
| All | -63.2% | -97.6% | +34.4% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling