+4.8%
IYR vs FLUT
-50.1%
+54.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.4% | +3.8% | -4.2% | -0.8% |
| 30D | -2.5% | +6.3% | -8.8% | -3.3% |
| 3M | +1.5% | -4.0% | +5.5% | +1.6% |
| 6M | +3.9% | -10.3% | +14.1% | +4.5% |
| YTD | +9.5% | -53.2% | +62.7% | +18.8% |
| 1Y | +7.5% | -65.0% | +72.5% | +20.5% |
| 3Y | +30.8% | -43.9% | +74.7% | +36.1% |
| 5Y | +4.8% | -49.2% | +54.0% | +4.7% |
| All | +4.8% | -50.1% | +54.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling