+8,269.1%
FLEX vs IFF
+413.7%
+7,855.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | +7.0% | -0.2% | +7.2% | +7.0% |
| 30D | -5.8% | -0.3% | -5.5% | -5.9% |
| 3M | -24.2% | +18.6% | -42.8% | -32.3% |
| 6M | +90.8% | +17.4% | +73.4% | +73.2% |
| YTD | +89.2% | +28.5% | +60.7% | +62.1% |
| 1Y | +104.7% | +32.5% | +72.2% | +71.1% |
| 3Y | +478.1% | +34.1% | +444.0% | +362.6% |
| 5Y | +726.2% | -35.2% | +761.4% | +840.3% |
| 10Y | +1,060.6% | -21.1% | +1,081.7% | +1,017.6% |
| All | +8,269.1% | +413.7% | +7,855.4% | +2,958.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling