+16.1%
IWM vs FLUT
-63.4%
+79.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | +0.6% | +3.4% | -2.8% | +0.2% |
| 3M | -6.2% | -12.5% | +6.3% | -5.5% |
| 6M | -0.8% | -18.5% | +17.7% | +0.2% |
| YTD | +14.8% | -61.6% | +76.4% | +32.2% |
| 1Y | +16.1% | -64.1% | +80.2% | +35.5% |
| All | +16.1% | -63.4% | +79.6% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling