+2,617.3%
IGV vs FLUT
+2,054.3%
+563.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -4.5% | -1.6% | -2.9% | -4.4% |
| 30D | +3.2% | +7.7% | -4.5% | +2.5% |
| 3M | +4.5% | -0.7% | +5.2% | +4.3% |
| 6M | +22.1% | -11.2% | +33.3% | +22.8% |
| YTD | -1.0% | -53.4% | +52.4% | +3.8% |
| 1Y | -2.1% | -65.8% | +63.7% | +4.7% |
| 3Y | +44.6% | -44.9% | +89.5% | +49.7% |
| 5Y | +22.2% | -49.7% | +71.8% | +24.9% |
| 10Y | +364.7% | -9.7% | +374.4% | +368.7% |
| All | +2,617.3% | +2,054.3% | +563.0% | +2,524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling