+28.4%
FLEX vs IWF
-2.4%
+30.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.3% | +1.5% | -1.4% |
| 7D | +2.2% | -1.1% | +3.3% | +5.7% |
| 30D | -32.6% | -8.3% | -24.4% | -16.9% |
| 3M | -35.5% | -5.6% | -29.9% | -24.6% |
| 6M | -45.6% | -5.4% | -40.1% | -36.2% |
| YTD | +30.7% | -1.2% | +31.9% | +40.2% |
| 1Y | +28.4% | -2.7% | +31.0% | +43.9% |
| All | +28.4% | -2.4% | +30.7% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling