+304.4%
FLEX vs IBB
+86.3%
+218.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +9.9% |
| 7D | -7.2% | +2.7% | -9.9% | -8.7% |
| 30D | -34.8% | +6.3% | -41.1% | -37.2% |
| 3M | -35.6% | +11.1% | -46.6% | -40.6% |
| 6M | -45.0% | +29.2% | -74.2% | -55.4% |
| YTD | +29.4% | +30.2% | -0.8% | +4.3% |
| 1Y | +24.8% | +39.5% | -14.7% | -4.8% |
| 3Y | +304.4% | +92.3% | +212.1% | +145.9% |
| All | +304.4% | +86.3% | +218.1% | +145.9% |
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