+505.5%
FLEX vs IJR
+1,153.0%
-647.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.7% |
| 30D | -10.1% | -2.4% | -7.7% | -7.0% |
| 3M | -31.3% | +3.9% | -35.3% | -34.2% |
| 6M | +71.3% | +12.4% | +58.9% | +49.6% |
| YTD | +81.2% | +21.5% | +59.8% | +42.7% |
| 1Y | +98.5% | +24.0% | +74.5% | +52.5% |
| 3Y | +428.2% | +49.7% | +378.5% | +213.1% |
| 5Y | +657.3% | +39.7% | +617.6% | +387.8% |
| 10Y | +995.9% | +169.0% | +826.9% | +175.3% |
| All | +505.5% | +1,153.0% | -647.5% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling