+25.0%
FLEX vs IAG
+56.5%
-31.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +10.2% | -22.5% | -16.3% |
| 7D | -17.0% | +1.1% | -18.1% | -17.8% |
| 30D | -33.8% | -5.3% | -28.6% | -32.5% |
| 3M | -39.0% | +18.0% | -57.1% | -44.4% |
| 6M | -15.9% | +7.1% | -23.0% | -19.8% |
| YTD | +27.8% | +5.9% | +21.9% | +19.6% |
| 1Y | +25.0% | +59.4% | -34.4% | -6.5% |
| All | +25.0% | +56.5% | -31.6% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling