+73.4%
IWF vs FLR
+230.6%
-157.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -1.7% | -6.9% | +5.2% | -0.3% |
| 30D | -1.8% | +1.1% | -3.0% | -2.2% |
| 3M | +1.5% | +14.3% | -12.9% | -2.0% |
| 6M | +7.7% | +19.1% | -11.4% | +2.4% |
| YTD | +2.7% | +35.1% | -32.4% | -5.2% |
| 1Y | +6.8% | +29.5% | -22.7% | -1.0% |
| 3Y | +76.9% | +53.0% | +23.9% | +51.2% |
| 5Y | +73.4% | +238.9% | -165.5% | +26.7% |
| All | +73.4% | +230.6% | -157.2% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling