+2,054.3%
FLUT vs IWD
+944.5%
+1,109.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.6% | -0.3% | -1.4% | -1.6% |
| 30D | +7.7% | +0.6% | +7.2% | +7.6% |
| 3M | -0.7% | +7.2% | -7.9% | -2.3% |
| 6M | -11.2% | +16.2% | -27.4% | -14.2% |
| YTD | -53.4% | +23.3% | -76.8% | -55.6% |
| 1Y | -65.8% | +29.6% | -95.3% | -67.7% |
| 3Y | -44.9% | +70.5% | -115.4% | -50.7% |
| 5Y | -49.7% | +73.5% | -123.2% | -55.0% |
| 10Y | -9.7% | +198.3% | -208.0% | -24.1% |
| All | +2,054.3% | +944.5% | +1,109.7% | +1,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling