+69.0%
IWD vs FLNC
-69.8%
+138.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.8% | -0.1% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | -1.6% | -20.0% | +18.4% | -0.5% |
| 3M | +7.0% | -56.9% | +63.9% | +11.5% |
| 6M | +17.0% | -35.5% | +52.5% | +17.2% |
| YTD | +21.6% | -48.8% | +70.5% | +22.5% |
| 1Y | +28.0% | +49.3% | -21.3% | +17.9% |
| 3Y | +70.6% | -61.8% | +132.3% | +63.1% |
| All | +69.0% | -69.8% | +138.7% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling