+14.8%
IVV vs FLUT
-63.1%
+77.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +1.7% |
| 7D | -0.7% | +4.2% | -4.9% | -0.9% |
| 30D | -1.0% | +8.0% | -9.0% | -1.4% |
| 3M | -0.3% | -22.1% | +21.8% | +0.8% |
| 6M | +7.4% | -21.7% | +29.1% | +8.4% |
| YTD | +13.4% | -62.0% | +75.3% | +22.7% |
| 1Y | +14.8% | -63.2% | +78.0% | +24.6% |
| All | +14.8% | -63.1% | +77.9% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling