+282.7%
FLEX vs IFF
+22.2%
+260.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | +7.5% | -1.8% | +9.2% | +8.2% |
| 30D | -25.3% | -9.4% | -15.9% | -22.8% |
| 3M | -39.7% | -3.0% | -36.7% | -39.6% |
| 6M | -47.9% | +5.8% | -53.7% | -50.6% |
| YTD | +24.1% | +22.4% | +1.7% | +11.2% |
| 1Y | +26.0% | +23.0% | +2.9% | +12.5% |
| 3Y | +282.7% | +21.8% | +260.9% | +205.7% |
| All | +282.7% | +22.2% | +260.5% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling