+269.0%
FLEX vs IWD
+731.9%
-463.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -9.7% |
| 7D | -28.3% | -0.9% | -27.4% | -27.4% |
| 30D | -45.0% | +2.6% | -47.7% | -47.2% |
| 3M | -45.2% | +1.2% | -46.5% | -46.4% |
| 6M | -30.8% | +12.1% | -42.9% | -41.4% |
| YTD | +10.4% | +24.1% | -13.7% | -18.8% |
| 1Y | +2.3% | +28.5% | -26.3% | -28.4% |
| 3Y | +238.9% | +79.5% | +159.4% | +48.5% |
| 5Y | +386.0% | +70.3% | +315.7% | +133.0% |
| 10Y | +551.1% | +212.5% | +338.6% | +33.3% |
| All | +269.0% | +731.9% | -463.0% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling