+68.3%
IWF vs FLNC
-71.1%
+139.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.5% |
| 7D | -1.7% | -5.0% | +3.3% | -1.3% |
| 30D | -1.8% | -26.1% | +24.2% | +0.8% |
| 3M | +1.5% | -55.2% | +56.6% | +8.5% |
| 6M | +7.7% | -42.6% | +50.3% | +9.8% |
| YTD | +2.7% | -51.0% | +53.7% | +4.8% |
| 1Y | +6.8% | +43.3% | -36.6% | -5.6% |
| 3Y | +76.9% | -63.4% | +140.3% | +66.2% |
| All | +68.3% | -71.1% | +139.4% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling