+442.4%
FLEX vs IP
+21.5%
+420.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.8% |
| 7D | -0.9% | -5.3% | +4.4% | +0.8% |
| 30D | -10.1% | -10.9% | +0.7% | -6.9% |
| 3M | -31.3% | +11.2% | -42.5% | -34.8% |
| 6M | +71.3% | -10.2% | +81.5% | +72.7% |
| YTD | +81.2% | -2.0% | +83.2% | +76.6% |
| 1Y | +98.5% | -19.1% | +117.6% | +105.8% |
| All | +442.4% | +21.5% | +420.9% | +425.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling