+725.7%
FLEX vs IJR
+39.8%
+685.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.2% |
| 7D | +6.4% | -1.1% | +7.5% | +7.7% |
| 30D | -5.9% | -3.6% | -2.2% | -1.5% |
| 3M | -23.5% | +2.3% | -25.8% | -24.8% |
| 6M | +83.7% | +14.3% | +69.4% | +60.6% |
| YTD | +86.5% | +19.3% | +67.2% | +55.8% |
| 1Y | +100.5% | +22.6% | +77.9% | +63.0% |
| 3Y | +469.8% | +53.5% | +416.3% | +265.8% |
| 5Y | +725.7% | +39.9% | +685.7% | +482.5% |
| All | +725.7% | +39.8% | +685.8% | +482.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling