+532.0%
FLEX vs IJH
+1,068.3%
-536.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +5.4% |
| 7D | +7.0% | +1.0% | +6.0% | +5.3% |
| 30D | -5.8% | -3.1% | -2.7% | -0.9% |
| 3M | -24.2% | +1.9% | -26.2% | -25.4% |
| 6M | +90.8% | +11.0% | +79.8% | +68.7% |
| YTD | +89.2% | +14.7% | +74.5% | +59.6% |
| 1Y | +104.7% | +15.6% | +89.1% | +71.4% |
| 3Y | +478.1% | +52.5% | +425.5% | +223.6% |
| 5Y | +726.2% | +49.1% | +677.1% | +372.7% |
| 10Y | +1,060.6% | +177.7% | +882.9% | +154.9% |
| All | +532.0% | +1,068.3% | -536.2% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling