+19.6%
FLEX vs IWF
-4.2%
+23.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -0.7% |
| 7D | -13.6% | -2.9% | -10.7% | -7.0% |
| 30D | -36.5% | -10.9% | -25.6% | -16.4% |
| 3M | -36.4% | -8.1% | -28.3% | -21.1% |
| 6M | -46.5% | -7.5% | -38.9% | -34.0% |
| YTD | +25.9% | -3.4% | +29.3% | +42.1% |
| 1Y | +19.6% | -5.0% | +24.6% | +41.6% |
| All | +19.6% | -4.2% | +23.8% | +41.6% |
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 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