-26.8%
FLUT vs IRM
+520.0%
-546.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.7% | +6.8% | -7.5% | -1.5% |
| 30D | +9.3% | +2.6% | +6.6% | +8.6% |
| 3M | -17.5% | -9.5% | -8.0% | -16.7% |
| 6M | -14.6% | -8.5% | -6.1% | -14.2% |
| YTD | -62.3% | +40.3% | -102.5% | -64.8% |
| 1Y | -59.6% | +28.7% | -88.3% | -61.8% |
| 3Y | -45.3% | +111.8% | -157.1% | -51.1% |
| 5Y | -50.4% | +189.1% | -239.5% | -56.4% |
| All | -26.8% | +520.0% | -546.8% | -35.8% |
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