+282.7%
FLEX vs IJR
+61.8%
+220.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +2.2% | +5.3% | +4.8% |
| 30D | -25.3% | +3.8% | -29.1% | -28.5% |
| 3M | -39.7% | -5.7% | -33.9% | -34.2% |
| 6M | -47.9% | +4.6% | -52.5% | -49.6% |
| YTD | +24.1% | +18.0% | +6.1% | +5.2% |
| 1Y | +26.0% | +21.8% | +4.2% | +3.2% |
| 3Y | +282.7% | +61.1% | +221.6% | +152.6% |
| All | +282.7% | +61.8% | +220.9% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling