+1,395.9%
IBKR vs FLUT
+264.0%
+1,131.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -3.8% | -3.6% | -0.2% | -3.5% |
| 30D | -0.3% | -0.3% | 0.0% | -0.4% |
| 3M | +4.8% | -12.6% | +17.4% | +5.6% |
| 6M | +30.8% | -8.0% | +38.8% | +31.1% |
| YTD | +39.5% | -54.1% | +93.6% | +47.8% |
| 1Y | +43.7% | -66.1% | +109.8% | +55.7% |
| 3Y | +284.7% | -45.0% | +329.7% | +302.3% |
| 5Y | +484.9% | -51.2% | +536.1% | +503.4% |
| 10Y | +980.8% | -11.0% | +991.8% | +987.8% |
| All | +1,395.9% | +264.0% | +1,131.9% | +1,357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling