+644.7%
FLEX vs IWF
+389.3%
+255.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +17.1% | +5.3% | +11.8% | +10.2% |
| 30D | -29.5% | -8.6% | -20.9% | -19.9% |
| 3M | -37.3% | -6.5% | -30.7% | -30.2% |
| 6M | -44.1% | -5.6% | -38.4% | -37.8% |
| YTD | +29.3% | -1.5% | +30.8% | +38.4% |
| 1Y | +24.2% | -2.8% | +27.0% | +35.4% |
| 3Y | +297.3% | +67.1% | +230.2% | +137.2% |
| 5Y | +446.2% | +57.6% | +388.6% | +246.6% |
| All | +644.7% | +389.3% | +255.5% | +20.9% |
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