-63.2%
FLUT vs IVZ
+30.5%
-93.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -3.3% |
| 7D | +4.2% | +2.6% | +1.5% | +3.4% |
| 30D | +8.0% | -3.5% | +11.5% | +8.9% |
| 3M | -22.1% | -7.4% | -14.7% | -20.8% |
| 6M | -21.7% | +14.7% | -36.4% | -27.9% |
| YTD | -62.0% | +14.6% | -76.6% | -65.0% |
| 1Y | -63.2% | +30.7% | -93.9% | -70.0% |
| All | -63.2% | +30.5% | -93.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling