+1,224.8%
FLEX vs IEF
+127.6%
+1,097.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.7% |
| 7D | +2.2% | -0.8% | +3.0% | +1.1% |
| 30D | -32.6% | +2.0% | -34.7% | -30.3% |
| 3M | -35.5% | -1.1% | -34.4% | -36.2% |
| 6M | -45.6% | -1.9% | -43.6% | -47.1% |
| YTD | +30.7% | -2.2% | +32.9% | +26.0% |
| 1Y | +28.4% | -2.3% | +30.7% | +23.5% |
| 3Y | +301.7% | +11.6% | +290.1% | +374.9% |
| 5Y | +473.3% | -7.1% | +480.3% | +369.3% |
| 10Y | +651.7% | +7.8% | +644.0% | +761.8% |
| All | +1,224.8% | +127.6% | +1,097.2% | +12,785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling