-49.2%
FLUT vs IRM
+192.5%
-241.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +3.8% | +1.6% | +2.2% | +3.3% |
| 30D | +6.3% | -4.2% | +10.5% | +7.3% |
| 3M | -4.0% | -5.4% | +1.3% | -3.3% |
| 6M | -10.3% | +12.0% | -22.3% | -15.5% |
| YTD | -53.2% | +42.0% | -95.2% | -60.0% |
| 1Y | -65.0% | +29.9% | -94.9% | -69.2% |
| 3Y | -43.9% | +104.4% | -148.3% | -59.7% |
| 5Y | -49.2% | +191.0% | -240.3% | -67.8% |
| All | -49.2% | +192.5% | -241.8% | -67.8% |
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