+569.2%
IYR vs FLUT
+1,663.9%
-1,094.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.4% |
| 7D | -0.1% | -1.2% | +1.1% | -0.1% |
| 30D | +5.7% | +5.0% | +0.7% | +5.4% |
| 3M | -0.6% | -16.4% | +15.8% | +0.1% |
| 6M | +0.5% | -14.6% | +15.1% | +1.0% |
| YTD | +10.4% | -61.9% | +72.3% | +14.8% |
| 1Y | +9.2% | -65.0% | +74.2% | +13.9% |
| 3Y | +40.5% | -44.8% | +85.4% | +43.3% |
| 5Y | +5.9% | -49.9% | +55.8% | +7.4% |
| 10Y | +86.5% | -26.1% | +112.6% | +86.0% |
| All | +569.2% | +1,663.9% | -1,094.7% | +536.9% |
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