+442.4%
FLEX vs IBB
+64.8%
+377.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | -0.9% | +1.4% | -2.3% | -2.0% |
| 30D | -10.1% | +10.5% | -20.6% | -17.3% |
| 3M | -31.3% | +23.6% | -55.0% | -42.4% |
| 6M | +71.3% | +22.6% | +48.6% | +44.5% |
| YTD | +81.2% | +25.7% | +55.6% | +49.8% |
| 1Y | +98.5% | +51.4% | +47.1% | +42.1% |
| All | +442.4% | +64.8% | +377.6% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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