+2,054.3%
FLUT vs IVZ
+718.9%
+1,335.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.6% | +0.6% | -2.3% | -1.7% |
| 30D | +7.7% | +4.0% | +3.7% | +7.4% |
| 3M | -0.7% | +18.2% | -18.9% | -2.1% |
| 6M | -11.2% | +32.8% | -44.0% | -13.3% |
| YTD | -53.4% | +28.7% | -82.2% | -54.5% |
| 1Y | -65.8% | +55.4% | -121.1% | -67.0% |
| 3Y | -44.9% | +135.2% | -180.1% | -48.6% |
| 5Y | -49.7% | +64.2% | -113.9% | -52.6% |
| 10Y | -9.7% | +64.6% | -74.3% | -15.2% |
| All | +2,054.3% | +718.9% | +1,335.4% | +1,937.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling