+746.8%
FLEX vs IAG
+362.6%
+384.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.8% | +6.3% | +11.3% |
| 7D | -7.2% | +24.0% | -31.2% | -9.8% |
| 30D | -34.8% | +5.5% | -40.3% | -35.2% |
| 3M | -35.6% | +8.3% | -43.9% | -36.4% |
| 6M | -45.0% | +6.1% | -51.1% | -45.7% |
| YTD | +29.4% | +20.3% | +9.1% | +25.5% |
| 1Y | +24.8% | +56.5% | -31.7% | +17.4% |
| 3Y | +304.4% | +762.6% | -458.2% | +207.0% |
| 5Y | +484.1% | +546.3% | -62.2% | +339.1% |
| 10Y | +640.4% | +356.1% | +284.3% | +434.7% |
| All | +746.8% | +362.6% | +384.2% | +402.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling