+449.4%
FLEX vs IAG
+790.4%
-341.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | -10.1% | +28.9% | -39.0% | -15.6% |
| 3M | -31.3% | +19.1% | -50.5% | -34.7% |
| 6M | +71.3% | -10.3% | +81.5% | +69.7% |
| YTD | +81.2% | +24.2% | +57.1% | +70.7% |
| 1Y | +98.5% | +116.5% | -18.0% | +73.4% |
| All | +449.4% | +790.4% | -341.0% | +310.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling