-7.5%
IGV vs FLUT
-63.1%
+55.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | -7.5% | +4.2% | -11.6% | -8.3% |
| 30D | -5.6% | +8.0% | -13.6% | -7.2% |
| 3M | +1.5% | -22.1% | +23.6% | +6.0% |
| 6M | +17.1% | -21.7% | +38.8% | +21.0% |
| YTD | -2.0% | -62.0% | +60.0% | +14.2% |
| 1Y | -7.5% | -63.2% | +55.6% | +8.3% |
| All | -7.5% | -63.1% | +55.6% | +8.3% |
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