-42.4%
FLUT vs IVZ
+147.9%
-190.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | +4.5% | -2.8% | +7.3% | +5.2% |
| 30D | +9.2% | -2.2% | +11.4% | +9.5% |
| 3M | -13.7% | -8.1% | -5.6% | -11.8% |
| 6M | -9.0% | +3.8% | -12.8% | -12.0% |
| YTD | -60.2% | +11.5% | -71.7% | -62.8% |
| 1Y | -63.1% | +23.7% | -86.8% | -66.9% |
| All | -42.4% | +147.9% | -190.2% | -64.4% |
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