-26.1%
FLUT vs IWD
+212.1%
-238.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.6% |
| 7D | -6.5% | +1.3% | -7.7% | -7.1% |
| 30D | +2.8% | +3.6% | -0.8% | +1.0% |
| 3M | -13.5% | +2.3% | -15.8% | -14.4% |
| 6M | -19.0% | +13.0% | -32.0% | -23.4% |
| YTD | -61.9% | +26.2% | -88.1% | -65.8% |
| 1Y | -63.2% | +30.5% | -93.7% | -67.4% |
| 3Y | -46.0% | +86.2% | -132.2% | -57.9% |
| 5Y | -51.8% | +72.9% | -124.7% | -61.9% |
| 10Y | -26.1% | +205.0% | -231.1% | -41.1% |
| All | -26.1% | +212.1% | -238.1% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling