+158.5%
FLEX vs IBN
+1,779.7%
-1,621.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | -13.6% | +15.8% | -29.4% | -17.8% |
| 30D | -36.5% | +25.1% | -61.6% | -41.2% |
| 3M | -36.4% | +16.0% | -52.4% | -39.8% |
| 6M | -46.5% | +32.8% | -79.3% | -51.5% |
| YTD | +25.9% | +18.0% | +7.9% | +18.5% |
| 1Y | +19.6% | +15.9% | +3.7% | +13.1% |
| 3Y | +287.0% | +57.6% | +229.4% | +228.9% |
| 5Y | +466.6% | +74.7% | +391.9% | +366.4% |
| 10Y | +626.9% | +373.9% | +253.0% | +312.1% |
| All | +158.5% | +1,779.7% | -1,621.2% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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