-52.0%
FLUT vs IBB
+78.6%
-130.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -2.0% |
| 7D | -1.1% | -1.8% | +0.8% | -0.7% |
| 30D | +7.7% | +5.1% | +2.7% | +5.6% |
| 3M | -12.2% | +10.7% | -22.9% | -15.8% |
| 6M | -17.6% | +22.9% | -40.5% | -24.4% |
| YTD | -62.0% | +26.7% | -88.7% | -65.9% |
| 1Y | -62.3% | +35.1% | -97.4% | -67.2% |
| 3Y | -52.0% | +80.2% | -132.1% | -68.6% |
| All | -52.0% | +78.6% | -130.6% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling