-44.7%
FLUT vs IWD
+84.7%
-129.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -1.2% | +1.7% | -2.9% | -2.9% |
| 30D | +5.0% | +3.2% | +1.8% | +1.1% |
| 3M | -16.4% | +2.3% | -18.7% | -18.6% |
| 6M | -14.6% | +12.9% | -27.5% | -25.6% |
| YTD | -61.9% | +26.2% | -88.1% | -71.1% |
| 1Y | -65.0% | +28.3% | -93.3% | -73.9% |
| All | -44.7% | +84.7% | -129.5% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling