+1,664.3%
FLUT vs IBN
+3,997.8%
-2,333.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -6.5% | +14.6% | -21.1% | -7.3% |
| 30D | +2.8% | +23.5% | -20.8% | +1.3% |
| 3M | -13.5% | +14.0% | -27.5% | -14.2% |
| 6M | -19.0% | +31.1% | -50.1% | -20.5% |
| YTD | -61.9% | +16.6% | -78.4% | -62.3% |
| 1Y | -63.2% | +14.9% | -78.2% | -63.6% |
| 3Y | -46.0% | +56.9% | -102.9% | -47.7% |
| 5Y | -51.8% | +69.7% | -121.4% | -53.5% |
| 10Y | -26.1% | +365.4% | -391.4% | -32.6% |
| All | +1,664.3% | +3,997.8% | -2,333.4% | +1,329.6% |
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