+416.7%
FLEX vs IP
-12.0%
+428.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +4.2% |
| 7D | -19.3% | -5.1% | -14.3% | -17.7% |
| 30D | -41.5% | +8.5% | -50.0% | -43.5% |
| 3M | -43.1% | -13.8% | -29.3% | -40.0% |
| 6M | -48.2% | +5.7% | -54.0% | -50.6% |
| YTD | +15.5% | -9.1% | +24.6% | +15.4% |
| 1Y | +10.2% | -0.8% | +11.0% | +5.7% |
| 3Y | +256.8% | +14.8% | +242.0% | +204.8% |
| All | +416.7% | -12.0% | +428.7% | +416.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling