+663.2%
FLEX vs IP
-17.2%
+680.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.6% |
| 7D | -0.9% | -5.3% | +4.4% | +1.2% |
| 30D | -10.1% | -10.9% | +0.7% | -6.2% |
| 3M | -31.3% | +11.2% | -42.5% | -35.4% |
| 6M | +71.3% | -10.2% | +81.5% | +74.3% |
| YTD | +81.2% | -2.0% | +83.2% | +76.4% |
| 1Y | +98.5% | -19.1% | +117.6% | +108.3% |
| 3Y | +428.2% | +20.9% | +407.4% | +346.2% |
| All | +663.2% | -17.2% | +680.4% | +673.5% |
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