+362.3%
IGV vs FLUT
-22.9%
+385.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.3% |
| 7D | -1.3% | +4.5% | -5.8% | -2.0% |
| 30D | -8.1% | +9.2% | -17.3% | -9.6% |
| 3M | -1.6% | -13.7% | +12.0% | +0.1% |
| 6M | +12.7% | -9.0% | +21.8% | +13.3% |
| YTD | -3.3% | -60.2% | +57.0% | +10.1% |
| 1Y | -7.9% | -63.1% | +55.2% | +5.8% |
| 3Y | +40.3% | -42.5% | +82.8% | +51.3% |
| 5Y | +17.3% | -47.6% | +64.9% | +23.1% |
| 10Y | +362.3% | -22.9% | +385.2% | +404.9% |
| All | +362.3% | -22.9% | +385.2% | +404.9% |
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 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