-25.6%
FLUT vs IRM
+481.3%
-506.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.5% | -5.1% | +3.6% | -1.0% |
| 30D | +3.4% | -3.3% | +6.7% | +3.6% |
| 3M | -12.5% | -8.2% | -4.3% | -11.9% |
| 6M | -18.5% | -12.8% | -5.7% | -17.5% |
| YTD | -61.6% | +36.6% | -98.2% | -64.1% |
| 1Y | -64.1% | +11.9% | -76.0% | -65.3% |
| 3Y | -44.5% | +105.1% | -149.6% | -50.1% |
| 5Y | -51.3% | +182.4% | -233.7% | -57.0% |
| 10Y | -25.6% | +505.1% | -530.7% | -35.1% |
| All | -25.6% | +481.3% | -506.9% | -35.1% |
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