+1,115.5%
FLEX vs IFF
-20.3%
+1,135.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.4% |
| 7D | +5.7% | -3.2% | +8.9% | +7.3% |
| 30D | -7.0% | -0.3% | -6.7% | -7.1% |
| 3M | -23.8% | +8.4% | -32.3% | -28.1% |
| 6M | +82.6% | +23.0% | +59.6% | +64.2% |
| YTD | +91.6% | +25.5% | +66.2% | +68.7% |
| 1Y | +100.6% | +29.1% | +71.5% | +73.2% |
| 3Y | +479.8% | +31.7% | +448.1% | +376.6% |
| 5Y | +746.5% | -35.2% | +781.7% | +868.4% |
| All | +1,115.5% | -20.3% | +1,135.8% | +1,080.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling