+1,066.4%
IWM vs FLUT
+2,054.3%
-987.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | -1.3% | +7.7% | -9.0% | -1.8% |
| 3M | +1.6% | -0.7% | +2.3% | +1.4% |
| 6M | +13.6% | -11.2% | +24.7% | +14.0% |
| YTD | +20.8% | -53.4% | +74.2% | +26.3% |
| 1Y | +26.4% | -65.8% | +92.2% | +34.7% |
| 3Y | +60.7% | -44.9% | +105.6% | +65.6% |
| 5Y | +38.2% | -49.7% | +87.9% | +40.9% |
| 10Y | +169.5% | -9.7% | +179.2% | +169.1% |
| All | +1,066.4% | +2,054.3% | -987.8% | +994.5% |
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 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