+256.8%
FLEX vs IWF
+65.2%
+191.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +2.6% |
| 7D | -19.3% | -5.0% | -14.3% | -12.2% |
| 30D | -41.5% | -13.2% | -28.3% | -26.3% |
| 3M | -43.1% | -9.4% | -33.7% | -32.3% |
| 6M | -48.2% | -8.6% | -39.6% | -38.5% |
| YTD | +15.5% | -5.3% | +20.8% | +31.9% |
| 1Y | +10.2% | -5.0% | +15.2% | +25.8% |
| 3Y | +256.8% | +64.6% | +192.2% | +126.8% |
| All | +256.8% | +65.2% | +191.6% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling