+466.6%
FLEX vs IWD
+73.2%
+393.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -13.6% | +1.6% | -15.2% | -15.7% |
| 30D | -36.5% | +3.6% | -40.1% | -40.0% |
| 3M | -36.4% | +2.0% | -38.5% | -38.5% |
| 6M | -46.5% | +13.1% | -59.5% | -55.9% |
| YTD | +25.9% | +26.2% | -0.3% | -11.1% |
| 1Y | +19.6% | +29.6% | -10.0% | -18.7% |
| 3Y | +287.0% | +84.3% | +202.7% | +63.4% |
| 5Y | +466.6% | +73.4% | +393.2% | +165.3% |
| All | +466.6% | +73.2% | +393.4% | +165.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling