+13.7%
IGV vs FLUT
-53.8%
+67.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.5% |
| 7D | -0.4% | -6.5% | +6.0% | +1.1% |
| 30D | -9.9% | +2.8% | -12.7% | -10.8% |
| 3M | -1.2% | -13.5% | +12.3% | +1.2% |
| 6M | +11.3% | -19.0% | +30.3% | +15.1% |
| YTD | -4.0% | -61.9% | +57.9% | +19.3% |
| 1Y | -7.3% | -63.2% | +55.9% | +15.8% |
| 3Y | +42.8% | -46.0% | +88.8% | +60.1% |
| 5Y | +13.7% | -51.8% | +65.4% | +18.3% |
| All | +13.7% | -53.8% | +67.4% | +18.3% |
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 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