-66.9%
FLUT vs IRE
-98.0%
+31.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -33.9% | +35.4% | +1.3% |
| 7D | +4.8% | -57.1% | +61.9% | +4.6% |
| 30D | +8.8% | -84.4% | +93.2% | +9.0% |
| 3M | -10.7% | -85.0% | +74.3% | -10.6% |
| 6M | -19.7% | -95.2% | +75.5% | -18.6% |
| YTD | -61.4% | -93.9% | +32.5% | -62.0% |
| 1Y | -61.6% | -98.8% | +37.2% | -60.9% |
| All | -66.9% | -98.0% | +31.1% | -67.1% |
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