+990.2%
IBKR vs FLUT
-9.3%
+999.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.9% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | -0.2% | +2.5% | -2.8% | -0.7% |
| 3M | +3.0% | -9.2% | +12.2% | +3.8% |
| 6M | +33.9% | -8.2% | +42.1% | +34.4% |
| YTD | +42.5% | -53.2% | +95.7% | +56.7% |
| 1Y | +44.9% | -65.6% | +110.4% | +65.6% |
| 3Y | +293.0% | -43.6% | +336.6% | +323.1% |
| 5Y | +497.7% | -50.3% | +548.0% | +522.7% |
| All | +990.2% | -9.3% | +999.5% | +1,014.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling