+529.9%
FLEX vs IR
+336.9%
+193.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | -13.6% | +1.5% | -15.2% | -14.0% |
| 30D | -36.5% | +9.0% | -45.5% | -39.2% |
| 3M | -36.4% | -0.9% | -35.6% | -35.9% |
| 6M | -46.5% | +13.4% | -59.9% | -50.2% |
| YTD | +25.9% | +8.5% | +17.5% | +19.5% |
| 1Y | +19.6% | +11.3% | +8.3% | +11.7% |
| 3Y | +287.0% | +26.0% | +261.0% | +235.0% |
| 5Y | +466.6% | +47.9% | +418.8% | +342.4% |
| All | +529.9% | +336.9% | +193.0% | +238.5% |
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