+1,060.6%
FLEX vs IWF
+409.9%
+650.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.8% |
| 7D | +7.0% | +1.5% | +5.5% | +5.0% |
| 30D | -5.8% | -1.3% | -4.5% | -4.1% |
| 3M | -24.2% | +0.1% | -24.3% | -23.3% |
| 6M | +90.8% | +10.3% | +80.5% | +74.1% |
| YTD | +89.2% | +4.2% | +85.0% | +84.9% |
| 1Y | +104.7% | +9.3% | +95.4% | +90.4% |
| 3Y | +478.1% | +79.3% | +398.7% | +209.5% |
| 5Y | +726.2% | +73.8% | +652.4% | +354.5% |
| 10Y | +1,060.6% | +410.9% | +649.7% | +83.6% |
| All | +1,060.6% | +409.9% | +650.7% | +83.6% |
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