-9.2%
FLUT vs IWD
+195.2%
-204.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +3.8% | -0.2% | +4.0% | +3.9% |
| 30D | +6.3% | -0.8% | +7.1% | +6.7% |
| 3M | -4.0% | +8.0% | -12.1% | -7.3% |
| 6M | -10.3% | +18.2% | -28.5% | -16.9% |
| YTD | -53.2% | +22.3% | -75.5% | -57.3% |
| 1Y | -65.0% | +28.9% | -93.9% | -68.8% |
| 3Y | -43.9% | +71.5% | -115.4% | -54.8% |
| 5Y | -49.2% | +73.6% | -122.8% | -59.4% |
| 10Y | -9.2% | +194.7% | -203.9% | -25.7% |
| All | -9.2% | +195.2% | -204.3% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IWD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling