+13.3%
IWM vs FLUT
-63.8%
+77.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | -2.0% | -1.1% | -0.9% | -2.0% |
| 30D | -1.5% | +7.7% | -9.2% | -2.1% |
| 3M | -8.0% | -12.2% | +4.2% | -7.3% |
| 6M | -4.1% | -17.6% | +13.5% | -3.4% |
| YTD | +11.9% | -62.0% | +73.9% | +29.0% |
| All | +13.3% | -63.8% | +77.1% | +32.3% |
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