-2.5%
IBM vs FLUT
-65.9%
+63.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -0.3% | -1.6% | +1.3% | +0.1% |
| 30D | +0.3% | +7.7% | -7.5% | -2.2% |
| 3M | -21.6% | -0.7% | -20.9% | -21.7% |
| 6M | -4.7% | -11.2% | +6.5% | -2.9% |
| YTD | -19.1% | -53.4% | +34.4% | -12.3% |
| 1Y | -2.5% | -65.8% | +63.3% | +6.6% |
| All | -2.5% | -65.9% | +63.4% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling