-22.9%
FLUT vs IVZ
+41.1%
-64.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +4.5% | -2.8% | +7.3% | +4.9% |
| 30D | +9.2% | -2.2% | +11.4% | +9.4% |
| 3M | -13.7% | -8.1% | -5.6% | -12.6% |
| 6M | -9.0% | +3.8% | -12.8% | -10.5% |
| YTD | -60.2% | +11.5% | -71.7% | -61.5% |
| 1Y | -63.1% | +23.7% | -86.8% | -65.0% |
| 3Y | -42.5% | +145.8% | -188.3% | -52.1% |
| 5Y | -47.6% | +36.1% | -83.7% | -54.1% |
| All | -22.9% | +41.1% | -64.0% | -33.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling