+2,054.3%
FLUT vs IRM
+2,980.0%
-925.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | -1.6% | -0.5% | -1.2% | -1.6% |
| 30D | +7.7% | -8.1% | +15.8% | +8.5% |
| 3M | -0.7% | -9.7% | +9.0% | 0.0% |
| 6M | -11.2% | +10.0% | -21.2% | -12.4% |
| YTD | -53.4% | +43.0% | -96.4% | -55.4% |
| 1Y | -65.8% | +32.7% | -98.4% | -67.0% |
| 3Y | -44.9% | +102.7% | -147.7% | -48.7% |
| 5Y | -49.7% | +187.6% | -237.3% | -54.3% |
| 10Y | -9.7% | +420.1% | -429.8% | -20.9% |
| All | +2,054.3% | +2,980.0% | -925.8% | +1,601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling