-66.1%
FLUT vs IVZ
+48.1%
-114.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -3.6% | -2.4% | -1.2% | -2.9% |
| 30D | -0.3% | +2.5% | -2.8% | -1.3% |
| 3M | -12.6% | +17.1% | -29.7% | -18.0% |
| 6M | -8.0% | +35.1% | -43.1% | -20.9% |
| YTD | -54.1% | +24.3% | -78.4% | -58.6% |
| 1Y | -66.1% | +48.7% | -114.8% | -72.8% |
| All | -66.1% | +48.1% | -114.2% | -72.8% |
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