+2,054.3%
FLUT vs IBN
+3,504.1%
-1,449.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +7.7% | -0.3% | +8.1% | +7.8% |
| 3M | -0.7% | +17.1% | -17.8% | -1.8% |
| 6M | -11.2% | +3.4% | -14.6% | -11.4% |
| YTD | -53.4% | +2.5% | -56.0% | -53.6% |
| 1Y | -65.8% | -4.2% | -61.6% | -65.7% |
| 3Y | -44.9% | +32.4% | -77.3% | -46.0% |
| 5Y | -49.7% | +59.2% | -108.9% | -51.2% |
| 10Y | -9.7% | +345.7% | -355.4% | -17.3% |
| All | +2,054.3% | +3,504.1% | -1,449.9% | +1,660.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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