-9.3%
FLUT vs IWF
+422.7%
-432.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +0.4% | -0.9% | +1.4% | +0.9% |
| 30D | +2.5% | -1.7% | +4.3% | +3.3% |
| 3M | -9.2% | +0.7% | -9.9% | -9.8% |
| 6M | -8.2% | +8.6% | -16.8% | -12.2% |
| YTD | -53.2% | +3.5% | -56.8% | -54.2% |
| 1Y | -65.6% | +7.0% | -72.6% | -66.8% |
| 3Y | -43.6% | +76.3% | -119.9% | -55.7% |
| 5Y | -50.3% | +74.8% | -125.0% | -62.1% |
| All | -9.3% | +422.7% | -432.0% | -34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling