-9.7%
FLUT vs IWD
+197.6%
-207.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -1.6% | -0.3% | -1.4% | -1.5% |
| 30D | +7.7% | +0.6% | +7.2% | +7.5% |
| 3M | -0.7% | +7.2% | -7.9% | -3.8% |
| 6M | -11.2% | +16.2% | -27.4% | -17.0% |
| YTD | -53.4% | +23.3% | -76.8% | -57.7% |
| 1Y | -65.8% | +29.6% | -95.3% | -69.5% |
| 3Y | -44.9% | +70.5% | -115.4% | -55.5% |
| 5Y | -49.7% | +73.5% | -123.2% | -59.8% |
| All | -9.7% | +197.6% | -207.3% | -26.4% |
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