+304.4%
FLEX vs IWD
+84.1%
+220.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +8.4% |
| 7D | -7.2% | +1.3% | -8.4% | -9.2% |
| 30D | -34.8% | +3.6% | -38.3% | -38.8% |
| 3M | -35.6% | +2.3% | -37.9% | -38.3% |
| 6M | -45.0% | +13.0% | -58.1% | -56.2% |
| YTD | +29.4% | +26.2% | +3.2% | -13.6% |
| 1Y | +24.8% | +30.5% | -5.7% | -21.0% |
| 3Y | +304.4% | +86.2% | +218.2% | +51.1% |
| All | +304.4% | +84.1% | +220.3% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling