+25.0%
IWM vs FLUT
-66.0%
+91.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | +1.4% | +3.8% | -2.4% | +1.1% |
| 30D | -2.3% | +6.3% | -8.6% | -2.9% |
| 3M | +4.0% | -4.0% | +8.0% | +4.0% |
| 6M | +17.9% | -10.3% | +28.2% | +18.9% |
| YTD | +20.2% | -53.2% | +73.4% | +34.9% |
| 1Y | +25.0% | -65.0% | +90.0% | +43.7% |
| All | +25.0% | -66.0% | +91.0% | +43.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling