+149.9%
IBM vs FLUT
-26.1%
+176.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -2.5% | -6.5% | +3.9% | -1.9% |
| 30D | +8.4% | +2.8% | +5.6% | +8.0% |
| 3M | +4.5% | -13.5% | +17.9% | +5.7% |
| 6M | +7.9% | -19.0% | +26.9% | +9.9% |
| YTD | -15.2% | -61.9% | +46.7% | -8.8% |
| 1Y | -17.6% | -63.2% | +45.7% | -11.2% |
| 3Y | +82.1% | -46.0% | +128.1% | +91.7% |
| 5Y | +143.3% | -51.8% | +195.1% | +153.7% |
| 10Y | +149.9% | -26.1% | +176.0% | +161.0% |
| All | +149.9% | -26.1% | +176.0% | +161.0% |
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