+98.5%
FLEX vs IJR
+25.5%
+73.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.6% |
| 30D | -10.1% | -2.4% | -7.7% | -5.9% |
| 3M | -31.3% | +3.9% | -35.3% | -34.9% |
| 6M | +71.3% | +12.4% | +58.9% | +43.7% |
| YTD | +81.2% | +21.5% | +59.8% | +37.9% |
| 1Y | +98.5% | +24.0% | +74.5% | +47.4% |
| All | +98.5% | +25.5% | +73.0% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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