+44.0%
IGV vs FLUT
-41.5%
+85.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.7% |
| 7D | -4.5% | -1.6% | -2.9% | -4.2% |
| 30D | +3.2% | +7.7% | -4.5% | +0.9% |
| 3M | +4.5% | -0.7% | +5.2% | +3.6% |
| 6M | +22.1% | -11.2% | +33.3% | +24.2% |
| YTD | -1.0% | -53.4% | +52.4% | +17.9% |
| 1Y | -2.1% | -65.8% | +63.7% | +25.7% |
| All | +44.0% | -41.5% | +85.5% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling