+852.0%
IWF vs FLR
+603.8%
+248.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | +0.5% | +5.4% | -4.9% | -0.6% |
| 30D | -0.4% | +11.4% | -11.8% | -3.0% |
| 3M | -2.6% | +11.4% | -14.0% | -5.4% |
| 6M | +9.1% | +16.6% | -7.5% | +4.2% |
| YTD | +4.5% | +41.7% | -37.2% | -4.4% |
| 1Y | +10.1% | +35.4% | -25.3% | +1.2% |
| 3Y | +77.6% | +57.3% | +20.3% | +52.8% |
| 5Y | +73.7% | +241.0% | -167.3% | +23.3% |
| 10Y | +411.5% | +16.6% | +394.9% | +290.9% |
| All | +852.0% | +603.8% | +248.2% | +298.6% |
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