+314.6%
FLEX vs IJR
+1,116.7%
-802.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.6% |
| 3M | -39.7% | -5.7% | -33.9% | -34.0% |
| 6M | -47.9% | +4.6% | -52.5% | -49.9% |
| YTD | +24.1% | +18.0% | +6.1% | +2.6% |
| 1Y | +26.0% | +21.8% | +4.2% | -0.1% |
| 3Y | +282.7% | +61.1% | +221.6% | +107.9% |
| 5Y | +424.2% | +27.3% | +396.9% | +287.3% |
| 10Y | +613.8% | +154.1% | +459.7% | +97.2% |
| All | +314.6% | +1,116.7% | -802.1% | -94.0% |
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