+574.8%
IYR vs FLUT
+1,675.5%
-1,100.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.1% | -1.5% | +3.6% | +2.2% |
| 30D | +7.2% | +3.4% | +3.7% | +7.0% |
| 3M | +0.4% | -12.5% | +12.9% | +0.9% |
| 6M | +1.4% | -18.5% | +19.9% | +2.1% |
| YTD | +11.3% | -61.6% | +73.0% | +15.7% |
| 1Y | +10.5% | -64.1% | +74.6% | +15.1% |
| 3Y | +41.7% | -44.5% | +86.2% | +44.4% |
| 5Y | +7.1% | -51.3% | +58.4% | +8.7% |
| 10Y | +89.1% | -25.6% | +114.7% | +88.5% |
| All | +574.8% | +1,675.5% | -1,100.7% | +542.1% |
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