-67.5%
FLUT vs IRE
-97.2%
+29.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +39.6% | -41.1% | -1.3% |
| 7D | -1.1% | -27.2% | +26.1% | -1.0% |
| 30D | +7.7% | -75.1% | +82.8% | +8.1% |
| 3M | -12.2% | -77.9% | +65.7% | -11.9% |
| 6M | -17.6% | -94.6% | +77.0% | -16.0% |
| YTD | -62.0% | -91.5% | +29.5% | -62.5% |
| 1Y | -62.3% | -97.8% | +35.6% | -61.8% |
| All | -67.5% | -97.2% | +29.8% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling