+478.1%
FLEX vs IJR
+54.5%
+423.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +5.3% |
| 7D | +7.0% | +0.9% | +6.0% | +5.7% |
| 30D | -5.8% | -3.1% | -2.7% | -1.8% |
| 3M | -24.2% | +4.4% | -28.6% | -27.5% |
| 6M | +90.8% | +16.1% | +74.7% | +62.8% |
| YTD | +89.2% | +20.6% | +68.6% | +54.9% |
| 1Y | +104.7% | +22.9% | +81.9% | +64.7% |
| 3Y | +478.1% | +55.2% | +422.9% | +285.9% |
| All | +478.1% | +54.5% | +423.6% | +285.9% |
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