+282.7%
FLEX vs IAG
+663.0%
-380.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.3% |
| 7D | +7.5% | -7.7% | +15.1% | +9.6% |
| 30D | -25.3% | +1.6% | -26.9% | -25.7% |
| 3M | -39.7% | -2.4% | -37.3% | -39.6% |
| 6M | -47.9% | -7.8% | -40.0% | -47.6% |
| YTD | +24.1% | +5.0% | +19.1% | +21.1% |
| 1Y | +26.0% | +25.7% | +0.3% | +19.5% |
| 3Y | +282.7% | +694.5% | -411.8% | +189.3% |
| All | +282.7% | +663.0% | -380.3% | +189.3% |
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