+313.4%
IVV vs FLUT
-22.9%
+336.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.0% |
| 7D | -0.9% | +4.5% | -5.4% | -1.3% |
| 30D | -2.3% | +9.2% | -11.6% | -3.2% |
| 3M | -1.2% | -13.7% | +12.5% | -0.1% |
| 6M | +3.3% | -9.0% | +12.3% | +3.5% |
| YTD | +12.3% | -60.2% | +72.6% | +21.8% |
| 1Y | +12.5% | -63.1% | +75.7% | +22.8% |
| 3Y | +79.2% | -42.5% | +121.6% | +86.9% |
| 5Y | +75.6% | -47.6% | +123.2% | +79.7% |
| 10Y | +313.4% | -22.9% | +336.3% | +324.9% |
| All | +313.4% | -22.9% | +336.3% | +324.9% |
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