-26.1%
FLUT vs IBB
+139.6%
-165.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.4% |
| 7D | -6.5% | +2.7% | -9.2% | -7.2% |
| 30D | +2.8% | +6.3% | -3.6% | +0.9% |
| 3M | -13.5% | +11.1% | -24.5% | -16.3% |
| 6M | -19.0% | +29.2% | -48.2% | -25.2% |
| YTD | -61.9% | +30.2% | -92.1% | -65.0% |
| 1Y | -63.2% | +39.5% | -102.7% | -66.9% |
| 3Y | -46.0% | +92.3% | -138.4% | -56.0% |
| 5Y | -51.8% | +43.0% | -94.7% | -59.2% |
| 10Y | -26.1% | +137.1% | -163.2% | -38.5% |
| All | -26.1% | +139.6% | -165.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling