+1,313.4%
IVV vs FLUT
+1,685.4%
-372.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.9% | -4.5% |
| 7D | -4.8% | +4.8% | -9.5% | -5.0% |
| 30D | -5.9% | +8.8% | -14.7% | -6.4% |
| 3M | -4.5% | -10.7% | +6.2% | -4.2% |
| 6M | +1.8% | -19.7% | +21.5% | +2.6% |
| YTD | +8.4% | -61.4% | +69.8% | +13.1% |
| 1Y | +9.4% | -61.6% | +71.0% | +14.1% |
| 3Y | +75.3% | -51.4% | +126.7% | +80.4% |
| 5Y | +67.8% | -51.0% | +118.8% | +70.8% |
| 10Y | +314.2% | -25.2% | +339.3% | +315.5% |
| All | +1,313.4% | +1,685.4% | -372.0% | +1,284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling