+614.8%
FLEX vs IWD
+203.0%
+411.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.3% |
| 7D | +7.5% | +2.3% | +5.2% | +4.2% |
| 30D | -25.3% | +3.6% | -28.9% | -29.0% |
| 3M | -39.7% | +2.2% | -41.8% | -41.6% |
| 6M | -47.9% | +13.0% | -60.8% | -56.3% |
| YTD | +24.1% | +26.5% | -2.4% | -10.4% |
| 1Y | +26.0% | +30.1% | -4.2% | -12.5% |
| 3Y | +282.7% | +84.9% | +197.8% | +66.4% |
| 5Y | +424.2% | +73.4% | +350.9% | +153.0% |
| All | +614.8% | +203.0% | +411.8% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling