+1,207.4%
IJR vs FLUT
+2,067.0%
-859.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.9% | +3.8% | -2.9% | +0.7% |
| 30D | -3.1% | +6.3% | -9.4% | -3.6% |
| 3M | +4.4% | -4.0% | +8.5% | +4.4% |
| 6M | +16.1% | -10.3% | +26.4% | +16.5% |
| YTD | +20.6% | -53.2% | +73.8% | +25.6% |
| 1Y | +22.9% | -65.0% | +87.9% | +30.1% |
| 3Y | +55.2% | -43.9% | +99.1% | +59.5% |
| 5Y | +41.1% | -49.2% | +90.3% | +43.6% |
| 10Y | +167.0% | -9.2% | +176.2% | +166.2% |
| All | +1,207.4% | +2,067.0% | -859.6% | +1,138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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