+626.9%
FLEX vs IWF
+377.5%
+249.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.6% |
| 7D | -13.6% | -2.9% | -10.7% | -9.6% |
| 30D | -36.5% | -10.9% | -25.6% | -25.5% |
| 3M | -36.4% | -8.1% | -28.3% | -27.8% |
| 6M | -46.5% | -7.5% | -38.9% | -38.9% |
| YTD | +25.9% | -3.4% | +29.3% | +38.0% |
| 1Y | +19.6% | -5.0% | +24.6% | +34.0% |
| 3Y | +287.0% | +64.0% | +223.0% | +136.5% |
| 5Y | +466.6% | +56.8% | +409.9% | +262.0% |
| 10Y | +626.9% | +381.2% | +245.7% | +21.5% |
| All | +626.9% | +377.5% | +249.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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