+332.2%
FLEX vs IWF
+671.5%
-339.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.9% | +9.1% | +7.5% |
| 7D | -7.2% | -1.0% | -6.1% | -4.7% |
| 30D | -34.8% | -10.1% | -24.7% | -21.5% |
| 3M | -35.6% | -7.6% | -28.0% | -25.2% |
| 6M | -45.0% | -6.7% | -38.3% | -36.3% |
| YTD | +29.4% | -2.5% | +31.9% | +41.9% |
| 1Y | +24.8% | -2.1% | +26.8% | +36.3% |
| 3Y | +304.4% | +68.6% | +235.8% | +90.4% |
| 5Y | +484.1% | +55.8% | +428.3% | +193.9% |
| 10Y | +640.4% | +383.3% | +257.2% | -47.0% |
| All | +332.2% | +671.5% | -339.2% | -80.9% |
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