+700.2%
IWD vs FLR
+603.8%
+96.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.2% |
| 7D | -0.3% | +5.4% | -5.7% | -1.4% |
| 30D | +0.6% | +11.4% | -10.8% | -2.3% |
| 3M | +7.2% | +11.4% | -4.2% | +3.7% |
| 6M | +16.2% | +16.6% | -0.4% | +10.3% |
| YTD | +23.3% | +41.7% | -18.4% | +11.8% |
| 1Y | +29.6% | +35.4% | -5.9% | +18.0% |
| 3Y | +70.5% | +57.3% | +13.1% | +43.3% |
| 5Y | +73.5% | +241.0% | -167.5% | +17.5% |
| 10Y | +198.3% | +16.6% | +181.7% | +120.4% |
| All | +700.2% | +603.8% | +96.4% | +263.1% |
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