+69.7%
IWF vs FLNC
-70.4%
+140.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -0.9% | -4.1% | +3.1% | -0.6% |
| 30D | -1.7% | -24.8% | +23.0% | +0.8% |
| 3M | +0.7% | -59.1% | +59.8% | +8.6% |
| 6M | +8.6% | -42.0% | +50.5% | +10.5% |
| YTD | +3.5% | -49.8% | +53.3% | +5.3% |
| 1Y | +7.0% | +43.1% | -36.1% | -5.3% |
| 3Y | +76.3% | -61.0% | +137.3% | +64.3% |
| All | +69.7% | -70.4% | +140.0% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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