+520.7%
FLEX vs IR
+332.9%
+187.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | +7.5% | +2.5% | +4.9% | +6.1% |
| 30D | -25.3% | +9.2% | -34.4% | -28.6% |
| 3M | -39.7% | +0.9% | -40.6% | -39.7% |
| 6M | -47.9% | +19.2% | -67.1% | -52.8% |
| YTD | +24.1% | +7.5% | +16.6% | +18.3% |
| 1Y | +26.0% | +11.7% | +14.2% | +17.4% |
| 3Y | +282.7% | +23.9% | +258.8% | +234.4% |
| 5Y | +424.2% | +46.4% | +377.9% | +311.6% |
| All | +520.7% | +332.9% | +187.8% | +235.3% |
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