+1,086.7%
FLEX vs IAG
+401.0%
+685.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.6% | -1.7% |
| 7D | +6.4% | +1.7% | +4.7% | +6.1% |
| 30D | -5.9% | +11.4% | -17.3% | -7.3% |
| 3M | -23.5% | +33.0% | -56.5% | -26.6% |
| 6M | +83.7% | -6.0% | +89.7% | +83.3% |
| YTD | +86.5% | +24.6% | +61.9% | +80.1% |
| 1Y | +100.5% | +105.0% | -4.5% | +84.1% |
| 3Y | +469.8% | +837.9% | -368.1% | +346.8% |
| 5Y | +725.7% | +817.0% | -91.3% | +524.6% |
| 10Y | +1,086.7% | +425.3% | +661.4% | +813.0% |
| All | +1,086.7% | +401.0% | +685.7% | +813.0% |
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