-51.9%
FLUT vs IRM
+174.2%
-226.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.8% |
| 7D | -1.1% | -8.6% | +7.5% | +1.0% |
| 30D | +7.7% | -8.0% | +15.7% | +9.5% |
| 3M | -12.2% | -12.0% | -0.2% | -9.9% |
| 6M | -17.6% | -18.2% | +0.6% | -14.0% |
| YTD | -62.0% | +31.4% | -93.4% | -67.2% |
| 1Y | -62.3% | +9.2% | -71.4% | -64.9% |
| 3Y | -52.0% | +94.6% | -146.5% | -65.6% |
| All | -51.9% | +174.2% | -226.1% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling