+449.4%
FLEX vs IWF
+81.4%
+368.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +0.5% | -1.4% | -1.6% |
| 30D | -10.1% | -0.4% | -9.8% | -9.5% |
| 3M | -31.3% | -2.6% | -28.7% | -28.0% |
| 6M | +71.3% | +9.1% | +62.1% | +56.6% |
| YTD | +81.2% | +4.5% | +76.8% | +75.0% |
| 1Y | +98.5% | +10.1% | +88.4% | +81.3% |
| All | +449.4% | +81.4% | +368.0% | +245.3% |
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