+553.7%
FLEX vs IR
+332.9%
+220.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.3% |
| 7D | +2.2% | +1.1% | +1.2% | +2.0% |
| 30D | -32.6% | +7.6% | -40.2% | -35.0% |
| 3M | -35.5% | +0.1% | -35.6% | -35.2% |
| 6M | -45.6% | +14.0% | -59.5% | -49.5% |
| YTD | +30.7% | +7.5% | +23.2% | +24.6% |
| 1Y | +28.4% | +10.1% | +18.2% | +20.6% |
| 3Y | +301.7% | +24.9% | +276.8% | +249.5% |
| 5Y | +473.3% | +46.9% | +426.4% | +349.3% |
| All | +553.7% | +332.9% | +220.8% | +253.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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