+440.9%
FLEX vs IJH
+48.6%
+392.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.6% |
| 7D | +0.1% | -2.5% | +2.6% | +4.3% |
| 30D | -11.8% | -5.0% | -6.7% | -3.8% |
| 3M | -22.6% | +0.5% | -23.1% | -21.9% |
| 6M | +77.3% | +8.2% | +69.1% | +63.8% |
| YTD | +78.8% | +12.4% | +66.3% | +57.2% |
| 1Y | +86.1% | +14.4% | +71.7% | +60.5% |
| All | +440.9% | +48.6% | +392.3% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling