+1,663.9%
FLUT vs IBN
+3,990.6%
-2,326.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | -1.2% | +5.7% | -6.9% | -1.6% |
| 30D | +5.0% | +20.5% | -15.5% | +3.7% |
| 3M | -16.4% | +15.2% | -31.7% | -17.2% |
| 6M | -14.6% | +34.5% | -49.1% | -16.3% |
| YTD | -61.9% | +16.4% | -78.3% | -62.3% |
| 1Y | -65.0% | +13.5% | -78.6% | -65.4% |
| 3Y | -44.8% | +55.4% | -100.3% | -46.5% |
| 5Y | -49.9% | +73.1% | -123.0% | -51.7% |
| 10Y | -26.1% | +383.7% | -409.8% | -32.7% |
| All | +1,663.9% | +3,990.6% | -2,326.7% | +1,329.4% |
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