+70.0%
IWD vs FLNC
-70.4%
+140.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.8% |
| 7D | -0.8% | -4.1% | +3.3% | -0.6% |
| 30D | -0.8% | -24.8% | +23.9% | +0.6% |
| 3M | +6.9% | -59.1% | +66.0% | +11.8% |
| 6M | +18.3% | -42.0% | +60.2% | +19.3% |
| YTD | +22.4% | -49.8% | +72.2% | +23.4% |
| 1Y | +27.4% | +43.1% | -15.7% | +17.6% |
| 3Y | +71.2% | -61.0% | +132.1% | +63.3% |
| All | +70.0% | -70.4% | +140.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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