+75.4%
IVV vs FLUT
-52.0%
+127.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | -5.4% | +7.7% | -13.1% | -6.4% |
| 3M | -4.1% | -12.2% | +8.1% | -2.9% |
| 6M | +0.7% | -17.6% | +18.3% | +2.1% |
| YTD | +8.7% | -62.0% | +70.7% | +25.0% |
| 1Y | +11.0% | -62.3% | +73.2% | +27.3% |
| 3Y | +75.4% | -52.0% | +127.4% | +95.9% |
| All | +75.4% | -52.0% | +127.4% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling