+536.1%
FLEX vs IP
+25.2%
+510.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.0% | -9.7% | -11.7% |
| 7D | -28.3% | -5.0% | -23.3% | -26.6% |
| 30D | -45.0% | +6.5% | -51.6% | -46.8% |
| 3M | -45.2% | -18.0% | -27.2% | -40.2% |
| 6M | -30.8% | +10.3% | -41.1% | -35.5% |
| YTD | +10.4% | -9.9% | +20.3% | +11.1% |
| 1Y | +2.3% | -1.1% | +3.3% | -2.5% |
| 3Y | +238.9% | +13.0% | +225.9% | +181.9% |
| 5Y | +386.0% | -12.3% | +398.3% | +361.3% |
| All | +536.1% | +25.2% | +510.9% | +388.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling