+100.6%
FLEX vs IJH
+14.9%
+85.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.4% | +5.2% |
| 7D | +5.7% | -1.9% | +7.6% | +10.8% |
| 30D | -7.0% | -4.6% | -2.4% | +5.1% |
| 3M | -23.8% | -1.2% | -22.7% | -20.2% |
| 6M | +82.6% | +9.4% | +73.2% | +59.9% |
| YTD | +91.6% | +13.3% | +78.3% | +59.1% |
| 1Y | +100.6% | +13.4% | +87.2% | +67.3% |
| All | +100.6% | +14.9% | +85.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling