-64.3%
FLUT vs IWD
+29.9%
-94.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -1.3% |
| 7D | -6.5% | +1.3% | -7.7% | -7.7% |
| 30D | +2.8% | +3.6% | -0.8% | -0.9% |
| 3M | -13.5% | +2.3% | -15.8% | -15.5% |
| 6M | -19.0% | +13.0% | -32.0% | -27.5% |
| YTD | -61.9% | +26.2% | -88.1% | -72.0% |
| All | -64.3% | +29.9% | -94.2% | -75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling