+416.7%
FLEX vs IWD
+68.9%
+347.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +5.1% |
| 7D | -19.3% | -0.5% | -18.9% | -18.9% |
| 30D | -41.5% | +2.7% | -44.2% | -44.1% |
| 3M | -43.1% | +0.9% | -44.0% | -44.1% |
| 6M | -48.2% | +10.5% | -58.8% | -55.9% |
| YTD | +15.5% | +23.7% | -8.2% | -16.1% |
| 1Y | +10.2% | +28.7% | -18.5% | -24.4% |
| 3Y | +256.8% | +79.7% | +177.1% | +56.3% |
| All | +416.7% | +68.9% | +347.8% | +150.8% |
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 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