+74.2%
IWD vs FLR
+127.2%
-53.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -0.6% | +6.3% | -6.9% | -1.5% |
| 30D | +3.6% | +1.8% | +1.8% | +3.2% |
| 3M | +2.7% | -4.4% | +7.1% | +3.1% |
| 6M | +13.2% | +15.9% | -2.7% | +9.4% |
| YTD | +26.8% | +27.7% | -1.0% | +19.5% |
| 1Y | +29.3% | +11.6% | +17.6% | +24.6% |
| 3Y | +85.1% | +39.9% | +45.3% | +62.7% |
| 5Y | +74.2% | +127.5% | -53.3% | +35.9% |
| All | +74.2% | +127.2% | -53.0% | +35.9% |
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