+309.6%
IVV vs FLUT
-26.1%
+335.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +0.1% | -6.5% | +6.6% | +0.7% |
| 30D | -3.3% | +2.8% | -6.1% | -3.7% |
| 3M | -2.4% | -13.5% | +11.1% | -1.4% |
| 6M | +2.6% | -19.0% | +21.6% | +3.9% |
| YTD | +11.3% | -61.9% | +73.2% | +21.2% |
| 1Y | +13.4% | -63.2% | +76.7% | +23.8% |
| 3Y | +80.3% | -46.0% | +126.3% | +89.1% |
| 5Y | +72.7% | -51.8% | +124.5% | +77.6% |
| 10Y | +309.6% | -26.1% | +335.7% | +322.6% |
| All | +309.6% | -26.1% | +335.7% | +322.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling