+150.1%
IBM vs FLUT
-52.1%
+202.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | +9.2% | +9.3% | -0.1% | +7.6% |
| 3M | +4.9% | -17.5% | +22.4% | +7.6% |
| 6M | +16.8% | -14.6% | +31.4% | +19.2% |
| YTD | -14.3% | -62.3% | +48.0% | -4.1% |
| 1Y | -16.7% | -59.6% | +42.9% | -7.5% |
| 3Y | +82.2% | -45.3% | +127.5% | +96.9% |
| All | +150.1% | -52.1% | +202.2% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling