-67.7%
FLUT vs IRE
-98.1%
+30.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.4% | +13.4% | -1.1% |
| 7D | -0.7% | -31.8% | +31.1% | -0.8% |
| 30D | +9.3% | -71.8% | +81.0% | +9.3% |
| 3M | -17.5% | -88.9% | +71.4% | -17.2% |
| 6M | -14.6% | -95.4% | +80.7% | -13.5% |
| YTD | -62.3% | -94.2% | +32.0% | -62.8% |
| 1Y | -59.6% | -97.1% | +37.5% | -60.1% |
| All | -67.7% | -98.1% | +30.4% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling