+71.5%
IWD vs FLR
+60.4%
+11.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.2% | +0.7% | -0.8% | -0.3% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +8.0% | +14.3% | -6.3% | +5.5% |
| 6M | +18.2% | +25.6% | -7.4% | +13.2% |
| YTD | +22.3% | +42.9% | -20.5% | +14.6% |
| 1Y | +28.9% | +38.7% | -9.9% | +20.8% |
| 3Y | +71.5% | +61.8% | +9.8% | +45.6% |
| All | +71.5% | +60.4% | +11.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling