+719.1%
IWD vs FLR
+520.6%
+198.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +1.7% | +10.1% | -8.4% | -0.5% |
| 30D | +3.2% | -0.5% | +3.7% | +3.1% |
| 3M | +2.3% | -4.8% | +7.1% | +2.9% |
| 6M | +12.9% | +10.7% | +2.2% | +8.8% |
| YTD | +26.2% | +25.0% | +1.3% | +17.2% |
| 1Y | +28.3% | +8.3% | +20.0% | +22.7% |
| 3Y | +84.4% | +36.8% | +47.5% | +59.6% |
| 5Y | +73.0% | +121.8% | -48.8% | +29.6% |
| 10Y | +203.3% | +9.2% | +194.2% | +126.8% |
| All | +719.1% | +520.6% | +198.5% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling