+1,033.9%
FLEX vs IJR
+170.6%
+863.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.1% |
| 7D | +0.1% | -2.3% | +2.4% | +2.9% |
| 30D | -11.8% | -4.7% | -7.1% | -6.6% |
| 3M | -22.6% | +2.1% | -24.7% | -23.8% |
| 6M | +77.3% | +13.9% | +63.5% | +55.8% |
| YTD | +78.8% | +18.2% | +60.5% | +50.8% |
| 1Y | +86.1% | +21.8% | +64.2% | +52.2% |
| 3Y | +446.2% | +52.2% | +394.0% | +249.8% |
| 5Y | +689.7% | +40.1% | +649.6% | +456.2% |
| All | +1,033.9% | +170.6% | +863.3% | +356.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling