-66.1%
FLUT vs IWF
+6.4%
-72.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | -3.6% | -1.7% | -1.9% | -2.7% |
| 30D | -0.3% | -1.8% | +1.5% | +0.6% |
| 3M | -12.6% | +1.5% | -14.1% | -13.8% |
| 6M | -8.0% | +7.7% | -15.7% | -15.1% |
| YTD | -54.1% | +2.7% | -56.8% | -56.0% |
| 1Y | -66.1% | +6.8% | -72.9% | -67.6% |
| All | -66.1% | +6.4% | -72.5% | -67.6% |
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