+78.1%
IVV vs FLUT
-45.9%
+124.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +2.6% | -0.7% | +3.3% | +2.6% |
| 30D | -2.0% | +9.3% | -11.2% | -3.2% |
| 3M | -2.8% | -17.5% | +14.7% | -0.8% |
| 6M | +2.2% | -14.6% | +16.8% | +3.0% |
| YTD | +11.5% | -62.3% | +73.8% | +28.7% |
| 1Y | +13.5% | -59.6% | +73.1% | +29.2% |
| 3Y | +78.1% | -45.3% | +123.4% | +97.8% |
| All | +78.1% | -45.9% | +124.0% | +97.8% |
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