+2,054.3%
FLUT vs IWF
+1,742.1%
+312.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +0.5% | -2.2% | -1.8% |
| 30D | +7.7% | -0.4% | +8.1% | +7.8% |
| 3M | -0.7% | -2.6% | +1.9% | -0.2% |
| 6M | -11.2% | +9.1% | -20.3% | -13.6% |
| YTD | -53.4% | +4.5% | -57.9% | -54.1% |
| 1Y | -65.8% | +10.1% | -75.8% | -66.7% |
| 3Y | -44.9% | +77.6% | -122.6% | -52.4% |
| 5Y | -49.7% | +73.7% | -123.4% | -56.9% |
| 10Y | -9.7% | +411.5% | -421.3% | -31.4% |
| All | +2,054.3% | +1,742.1% | +312.2% | +1,357.1% |
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