+144.5%
IBM vs FLUT
-10.4%
+154.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.5% |
| 7D | +3.6% | -2.6% | +6.2% | +3.8% |
| 30D | +1.5% | +5.4% | -3.8% | +0.9% |
| 3M | -12.9% | -10.8% | -2.1% | -12.1% |
| 6M | -3.9% | -9.2% | +5.3% | -3.3% |
| YTD | -17.3% | -53.8% | +36.5% | -12.6% |
| 1Y | -5.0% | -66.0% | +61.0% | +2.4% |
| 3Y | +78.2% | -44.7% | +122.9% | +85.7% |
| 5Y | +120.6% | -50.6% | +171.2% | +127.0% |
| 10Y | +144.5% | -10.4% | +154.9% | +149.9% |
| All | +144.5% | -10.4% | +154.9% | +149.9% |
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