-63.2%
FLUT vs IWF
-1.6%
-61.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +4.2% | -4.2% | +8.3% | +5.6% |
| 30D | +8.0% | -8.1% | +16.1% | +11.5% |
| 3M | -22.1% | -5.1% | -17.0% | -20.7% |
| 6M | -21.7% | -1.4% | -20.3% | -23.0% |
| YTD | -62.0% | -0.1% | -61.9% | -63.2% |
| 1Y | -63.2% | -1.3% | -61.9% | -63.7% |
| All | -63.2% | -1.6% | -61.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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