+1,211.4%
FLEX vs IEF
+129.0%
+1,082.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +11.9% |
| 7D | -7.2% | +0.3% | -7.5% | -6.5% |
| 30D | -34.8% | +2.7% | -37.5% | -31.9% |
| 3M | -35.6% | -0.8% | -34.8% | -36.0% |
| 6M | -45.0% | -1.7% | -43.4% | -46.3% |
| YTD | +29.4% | -1.6% | +31.0% | +25.9% |
| 1Y | +24.8% | -1.6% | +26.4% | +21.5% |
| 3Y | +304.4% | +12.4% | +292.0% | +383.3% |
| 5Y | +484.1% | -7.6% | +491.7% | +371.2% |
| 10Y | +640.4% | +7.6% | +632.9% | +742.9% |
| All | +1,211.4% | +129.0% | +1,082.4% | +12,769.2% |
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