+413.4%
IWF vs FLR
+19.7%
+393.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.9% | -3.5% | +2.6% | -0.5% |
| 30D | -1.7% | +4.2% | -5.9% | -2.3% |
| 3M | +0.7% | +8.1% | -7.4% | -0.7% |
| 6M | +8.6% | +21.5% | -13.0% | +5.0% |
| YTD | +3.5% | +36.8% | -33.2% | -1.6% |
| 1Y | +7.0% | +31.2% | -24.2% | +2.1% |
| 3Y | +76.3% | +53.9% | +22.4% | +61.9% |
| 5Y | +74.8% | +243.0% | -168.3% | +45.6% |
| All | +413.4% | +19.7% | +393.7% | +366.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling