+161.3%
IWM vs FLUT
-26.1%
+187.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | +1.2% | -6.5% | +7.7% | +2.0% |
| 30D | +1.3% | +2.8% | -1.5% | +0.8% |
| 3M | -6.1% | -13.5% | +7.4% | -4.7% |
| 6M | -0.1% | -19.0% | +18.9% | +1.7% |
| YTD | +15.5% | -61.9% | +77.4% | +29.8% |
| 1Y | +18.1% | -63.2% | +81.4% | +33.1% |
| 3Y | +74.6% | -46.0% | +120.7% | +86.5% |
| 5Y | +24.6% | -51.8% | +76.4% | +30.2% |
| 10Y | +161.3% | -26.1% | +187.3% | +174.6% |
| All | +161.3% | -26.1% | +187.3% | +174.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling