+25.0%
FLEX vs IWD
+33.0%
-8.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -14.9% | -17.7% |
| 7D | -17.0% | +2.5% | -19.5% | -21.9% |
| 30D | -33.8% | +6.0% | -39.8% | -42.7% |
| 3M | -39.0% | +3.8% | -42.8% | -44.7% |
| 6M | -15.9% | +16.3% | -32.2% | -43.7% |
| YTD | +27.8% | +27.5% | +0.4% | -30.5% |
| 1Y | +25.0% | +32.8% | -7.8% | -38.8% |
| All | +25.0% | +33.0% | -8.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling