+1,737.2%
FLEX vs IEF
+129.4%
+1,607.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -0.3% | -0.6% | -1.3% |
| 30D | -10.1% | -0.8% | -9.4% | -11.1% |
| 3M | -31.3% | -1.0% | -30.4% | -32.4% |
| 6M | +71.3% | -2.8% | +74.0% | +62.9% |
| YTD | +81.2% | -1.5% | +82.7% | +75.9% |
| 1Y | +98.5% | -0.4% | +98.9% | +96.0% |
| 3Y | +428.2% | +9.7% | +418.6% | +501.0% |
| 5Y | +657.3% | -8.3% | +665.6% | +497.9% |
| 10Y | +995.9% | +4.6% | +991.3% | +1,075.1% |
| All | +1,737.2% | +129.4% | +1,607.8% | +17,885.1% |
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