+25.0%
FLEX vs IEF
-1.9%
+26.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.5% | -12.9% | -13.0% |
| 7D | -17.0% | +0.9% | -17.9% | -18.1% |
| 30D | -33.8% | +3.1% | -36.9% | -38.3% |
| 3M | -39.0% | -1.4% | -37.7% | -35.6% |
| 6M | -15.9% | -1.6% | -14.3% | -9.9% |
| YTD | +27.8% | -2.1% | +30.0% | +36.1% |
| 1Y | +25.0% | -2.0% | +27.0% | +32.7% |
| All | +25.0% | -1.9% | +26.9% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling