+25.0%
FLEX vs IP
+2.3%
+22.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.5% | -13.8% | -12.7% |
| 7D | -17.0% | +3.4% | -20.4% | -17.9% |
| 30D | -33.8% | +11.2% | -45.1% | -35.9% |
| 3M | -39.0% | -14.8% | -24.3% | -36.5% |
| 6M | -15.9% | +17.3% | -33.2% | -22.0% |
| YTD | +27.8% | -6.2% | +34.0% | +23.1% |
| 1Y | +25.0% | +2.3% | +22.6% | +17.6% |
| All | +25.0% | +2.3% | +22.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling