+416.7%
FLEX vs IWF
+50.6%
+366.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +3.0% |
| 7D | -19.3% | -5.0% | -14.3% | -13.5% |
| 30D | -41.5% | -13.2% | -28.3% | -29.5% |
| 3M | -43.1% | -9.4% | -33.7% | -34.5% |
| 6M | -48.2% | -8.6% | -39.6% | -40.3% |
| YTD | +15.5% | -5.3% | +20.8% | +29.2% |
| 1Y | +10.2% | -5.0% | +15.2% | +23.2% |
| 3Y | +256.8% | +64.6% | +192.2% | +137.8% |
| All | +416.7% | +50.6% | +366.1% | +261.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling