+73.3%
IWD vs FLR
+245.1%
-171.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -1.2% | -3.1% | +2.0% | -0.7% |
| 30D | -1.6% | +4.9% | -6.6% | -2.4% |
| 3M | +7.0% | +10.8% | -3.8% | +4.6% |
| 6M | +17.0% | +19.7% | -2.7% | +12.3% |
| YTD | +21.6% | +38.4% | -16.7% | +13.7% |
| 1Y | +28.0% | +34.7% | -6.7% | +19.7% |
| 3Y | +70.6% | +56.7% | +13.9% | +48.0% |
| 5Y | +73.3% | +241.6% | -168.3% | +28.8% |
| All | +73.3% | +245.1% | -171.7% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling