+779.1%
IBM vs FLUT
+1,658.1%
-879.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.8% |
| 7D | -5.0% | -1.1% | -3.9% | -4.9% |
| 30D | +11.1% | +7.7% | +3.4% | +10.6% |
| 3M | +5.7% | -12.2% | +17.9% | +6.3% |
| 6M | +10.1% | -17.6% | +27.7% | +11.1% |
| YTD | -15.6% | -62.0% | +46.4% | -12.3% |
| 1Y | -19.5% | -62.3% | +42.7% | -16.4% |
| 3Y | +80.4% | -52.0% | +132.3% | +85.7% |
| 5Y | +140.0% | -51.8% | +191.8% | +145.2% |
| 10Y | +155.0% | -26.3% | +181.3% | +156.7% |
| All | +779.1% | +1,658.1% | -879.0% | +778.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling