+2,536.5%
IGV vs FLUT
+1,664.3%
+872.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.6% |
| 7D | -0.4% | -6.5% | +6.0% | 0.0% |
| 30D | -9.9% | +2.8% | -12.7% | -10.2% |
| 3M | -1.2% | -13.5% | +12.3% | -0.4% |
| 6M | +11.3% | -19.0% | +30.3% | +12.6% |
| YTD | -4.0% | -61.9% | +57.9% | +2.0% |
| 1Y | -7.3% | -63.2% | +55.9% | -1.3% |
| 3Y | +42.8% | -46.0% | +88.8% | +48.6% |
| 5Y | +13.7% | -51.8% | +65.4% | +17.3% |
| 10Y | +354.8% | -26.1% | +380.8% | +364.6% |
| All | +2,536.5% | +1,664.3% | +872.1% | +2,479.5% |
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