-50.6%
FLUT vs IWF
+72.9%
-123.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -2.6% | +0.5% | -3.1% | -3.0% |
| 30D | +5.4% | -1.4% | +6.7% | +6.4% |
| 3M | -10.8% | +0.4% | -11.2% | -11.8% |
| 6M | -9.2% | +8.5% | -17.7% | -15.9% |
| YTD | -53.8% | +3.7% | -57.5% | -55.6% |
| 1Y | -66.0% | +8.5% | -74.4% | -68.5% |
| 3Y | -44.7% | +78.5% | -123.2% | -66.0% |
| 5Y | -50.6% | +73.6% | -124.2% | -70.9% |
| All | -50.6% | +72.9% | -123.4% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling