-63.1%
FLUT vs IRE
-97.4%
+34.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +12.1% | -8.5% | +3.6% |
| 7D | +4.5% | -15.1% | +19.7% | +4.5% |
| 30D | +9.2% | -71.4% | +80.6% | +9.9% |
| 3M | -13.7% | -81.2% | +67.5% | -13.0% |
| 6M | -9.0% | -93.7% | +84.7% | -6.8% |
| YTD | -60.2% | -92.2% | +32.0% | -61.7% |
| 1Y | -63.1% | -97.3% | +34.1% | -62.2% |
| All | -63.1% | -97.4% | +34.3% | -62.2% |
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