+22.0%
IGV vs FLUT
-50.1%
+72.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -3.3% | +3.8% | -7.1% | -4.3% |
| 30D | 0.0% | +6.3% | -6.3% | -1.9% |
| 3M | +7.3% | -4.0% | +11.4% | +7.4% |
| 6M | +16.7% | -10.3% | +27.0% | +18.4% |
| YTD | -2.8% | -53.2% | +50.3% | +15.3% |
| 1Y | -6.7% | -65.0% | +58.4% | +18.5% |
| 3Y | +41.1% | -43.9% | +85.0% | +56.7% |
| 5Y | +22.0% | -49.2% | +71.2% | +26.4% |
| All | +22.0% | -50.1% | +72.1% | +26.4% |
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