-43.9%
FLUT vs IVZ
+140.4%
-184.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.4% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | +6.3% | +3.1% | +3.2% | +4.9% |
| 3M | -4.0% | +18.2% | -22.2% | -10.7% |
| 6M | -10.3% | +38.6% | -48.9% | -22.4% |
| YTD | -53.2% | +25.9% | -79.1% | -57.8% |
| 1Y | -65.0% | +51.7% | -116.7% | -70.8% |
| 3Y | -43.9% | +138.7% | -182.6% | -64.0% |
| All | -43.9% | +140.4% | -184.3% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling