+663.2%
FLEX vs IR
+45.6%
+617.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.7% |
| 7D | -0.9% | -2.8% | +1.9% | +1.0% |
| 30D | -10.1% | -15.1% | +5.0% | +0.1% |
| 3M | -31.3% | +6.1% | -37.4% | -34.6% |
| 6M | +71.3% | -16.8% | +88.1% | +91.9% |
| YTD | +81.2% | -3.5% | +84.8% | +82.1% |
| 1Y | +98.5% | -3.5% | +102.0% | +98.8% |
| 3Y | +428.2% | +9.5% | +418.8% | +372.0% |
| All | +663.2% | +45.6% | +617.6% | +421.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling