-63.5%
FLUT vs IVZ
+22.5%
-86.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +4.5% | -2.8% | +7.3% | +5.0% |
| 30D | +9.2% | -2.2% | +11.4% | +9.4% |
| 3M | -13.7% | -8.1% | -5.6% | -12.3% |
| 6M | -9.0% | +3.8% | -12.8% | -12.3% |
| YTD | -60.2% | +11.5% | -71.7% | -63.3% |
| All | -63.5% | +22.5% | -86.1% | -68.0% |
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