-7.0%
IBM vs FLUT
-66.0%
+59.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.3% | +3.8% | -3.5% | -0.8% |
| 30D | -1.5% | +6.3% | -7.8% | -3.5% |
| 3M | -16.8% | -4.0% | -12.7% | -16.0% |
| 6M | -9.0% | -10.3% | +1.3% | -7.5% |
| YTD | -20.1% | -53.2% | +33.1% | -13.1% |
| 1Y | -7.0% | -65.0% | +58.0% | +2.5% |
| All | -7.0% | -66.0% | +59.0% | +2.5% |
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 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