+2,054.3%
FLUT vs IBB
+1,298.1%
+756.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.4% | -3.1% | -1.8% |
| 30D | +7.7% | +10.5% | -2.7% | +6.3% |
| 3M | -0.7% | +23.6% | -24.4% | -3.6% |
| 6M | -11.2% | +22.6% | -33.8% | -13.7% |
| YTD | -53.4% | +25.7% | -79.1% | -55.0% |
| 1Y | -65.8% | +51.4% | -117.1% | -67.8% |
| 3Y | -44.9% | +64.4% | -109.3% | -48.8% |
| 5Y | -49.7% | +22.1% | -71.8% | -52.6% |
| 10Y | -9.7% | +132.5% | -142.2% | -17.5% |
| All | +2,054.3% | +1,298.1% | +756.1% | +1,707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling