+505.5%
FLEX vs IWF
+727.1%
-221.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +0.5% | -1.4% | -1.7% |
| 30D | -10.1% | -0.4% | -9.8% | -9.4% |
| 3M | -31.3% | -2.6% | -28.7% | -27.4% |
| 6M | +71.3% | +9.1% | +62.1% | +53.8% |
| YTD | +81.2% | +4.5% | +76.8% | +74.3% |
| 1Y | +98.5% | +10.1% | +88.4% | +77.1% |
| 3Y | +428.2% | +77.6% | +350.6% | +122.6% |
| 5Y | +657.3% | +73.7% | +583.5% | +212.6% |
| 10Y | +995.9% | +411.5% | +584.4% | -29.8% |
| All | +505.5% | +727.1% | -221.6% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling