+293.0%
IBKR vs FLUT
-42.2%
+335.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | -0.2% | +2.5% | -2.8% | -1.0% |
| 3M | +3.0% | -9.2% | +12.2% | +4.4% |
| 6M | +33.9% | -8.2% | +42.1% | +34.7% |
| YTD | +42.5% | -53.2% | +95.7% | +72.2% |
| 1Y | +44.9% | -65.6% | +110.4% | +89.1% |
| 3Y | +293.0% | -43.6% | +336.6% | +382.6% |
| All | +293.0% | -42.2% | +335.2% | +382.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling