-13.3%
IBM vs FLUT
-63.1%
+49.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.4% |
| 7D | +0.4% | +4.2% | -3.7% | -1.0% |
| 30D | +14.8% | +8.0% | +6.8% | +11.7% |
| 3M | +8.9% | -22.1% | +31.0% | +16.4% |
| 6M | +12.4% | -21.7% | +34.1% | +19.6% |
| YTD | -12.4% | -62.0% | +49.6% | +5.5% |
| 1Y | -13.3% | -63.2% | +49.9% | +4.8% |
| All | -13.3% | -63.1% | +49.9% | +4.8% |
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