-45.3%
FLUT vs IBB
+86.1%
-131.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.5% |
| 30D | +9.3% | +4.6% | +4.7% | +7.5% |
| 3M | -17.5% | +6.8% | -24.3% | -19.7% |
| 6M | -14.6% | +23.1% | -37.7% | -21.4% |
| YTD | -62.3% | +26.0% | -88.3% | -65.9% |
| 1Y | -59.6% | +30.4% | -90.0% | -64.2% |
| 3Y | -45.3% | +85.4% | -130.7% | -62.1% |
| All | -45.3% | +86.1% | -131.4% | -62.1% |
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