-26.8%
FLUT vs IWF
+383.8%
-410.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -0.7% | +2.8% | -3.5% | -1.9% |
| 30D | +9.3% | -7.5% | +16.8% | +12.7% |
| 3M | -17.5% | -8.5% | -9.0% | -14.6% |
| 6M | -14.6% | -7.4% | -7.2% | -12.4% |
| YTD | -62.3% | -2.6% | -59.6% | -62.2% |
| 1Y | -59.6% | -1.8% | -57.8% | -59.8% |
| 3Y | -45.3% | +65.5% | -110.8% | -56.1% |
| 5Y | -50.4% | +55.8% | -106.3% | -61.2% |
| All | -26.8% | +383.8% | -410.6% | -51.8% |
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