-10.4%
FLUT vs IRM
+418.7%
-429.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | -2.6% | +3.0% | -5.6% | -3.0% |
| 30D | +5.4% | -5.2% | +10.6% | +6.0% |
| 3M | -10.8% | -8.0% | -2.7% | -10.0% |
| 6M | -9.2% | +9.2% | -18.4% | -11.1% |
| YTD | -53.8% | +41.0% | -94.8% | -56.7% |
| 1Y | -66.0% | +23.3% | -89.2% | -67.4% |
| 3Y | -44.7% | +102.8% | -147.5% | -50.1% |
| 5Y | -50.6% | +192.8% | -243.4% | -56.3% |
| 10Y | -10.4% | +439.6% | -450.1% | -19.0% |
| All | -10.4% | +418.7% | -429.1% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling