+2,507.1%
IGV vs FLUT
+1,675.5%
+831.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -2.3% | -1.5% | -0.8% | -2.2% |
| 30D | -11.0% | +3.4% | -14.4% | -11.2% |
| 3M | -4.5% | -12.5% | +8.0% | -3.8% |
| 6M | +10.1% | -18.5% | +28.6% | +11.2% |
| YTD | -5.1% | -61.6% | +56.6% | +0.8% |
| 1Y | -10.2% | -64.1% | +53.9% | -4.3% |
| 3Y | +37.7% | -44.5% | +82.2% | +43.1% |
| 5Y | +15.7% | -51.3% | +67.0% | +19.3% |
| 10Y | +357.1% | -25.6% | +382.7% | +366.7% |
| All | +2,507.1% | +1,675.5% | +831.6% | +2,449.6% |
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