-10.4%
FLUT vs IVZ
+64.9%
-75.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -2.6% | +1.2% | -3.8% | -2.8% |
| 30D | +5.4% | +1.8% | +3.6% | +4.9% |
| 3M | -10.8% | +15.7% | -26.5% | -13.6% |
| 6M | -9.2% | +36.3% | -45.5% | -15.2% |
| YTD | -53.8% | +24.9% | -78.7% | -56.1% |
| 1Y | -66.0% | +48.9% | -114.9% | -68.7% |
| 3Y | -44.7% | +136.8% | -181.5% | -53.7% |
| 5Y | -50.6% | +60.0% | -110.5% | -57.6% |
| All | -10.4% | +64.9% | -75.3% | -23.2% |
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