+1,675.5%
FLUT vs IWF
+1,603.5%
+72.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | +3.4% | -10.9% | +14.3% | +6.6% |
| 3M | -12.5% | -8.1% | -4.4% | -10.7% |
| 6M | -18.5% | -7.5% | -10.9% | -17.1% |
| YTD | -61.6% | -3.4% | -58.2% | -61.5% |
| 1Y | -64.1% | -5.0% | -59.1% | -63.8% |
| 3Y | -44.5% | +64.0% | -108.5% | -51.1% |
| 5Y | -51.3% | +56.8% | -108.0% | -57.4% |
| 10Y | -25.6% | +381.2% | -406.8% | -42.5% |
| All | +1,675.5% | +1,603.5% | +72.1% | +1,123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling