+560.9%
FLEX vs IAG
+303.4%
+257.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.2% | -2.6% | +3.6% |
| 7D | -19.3% | +21.4% | -40.7% | -21.7% |
| 30D | -41.5% | +4.0% | -45.6% | -41.9% |
| 3M | -43.1% | +17.0% | -60.1% | -44.5% |
| 6M | -48.2% | +1.4% | -49.6% | -48.7% |
| YTD | +15.5% | +13.8% | +1.7% | +12.6% |
| 1Y | +10.2% | +55.8% | -45.6% | +4.0% |
| 3Y | +256.8% | +647.4% | -390.6% | +183.5% |
| 5Y | +408.2% | +519.1% | -110.9% | +292.1% |
| All | +560.9% | +303.4% | +257.5% | +409.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling