+416.7%
FLEX vs IR
+44.3%
+372.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +3.6% |
| 7D | -19.3% | +3.7% | -23.0% | -21.1% |
| 30D | -41.5% | +7.4% | -49.0% | -44.1% |
| 3M | -43.1% | -5.9% | -37.2% | -40.6% |
| 6M | -48.2% | +5.6% | -53.8% | -50.4% |
| YTD | +15.5% | +4.8% | +10.6% | +10.0% |
| 1Y | +10.2% | +6.9% | +3.3% | +3.5% |
| 3Y | +256.8% | +27.6% | +229.3% | +187.8% |
| All | +416.7% | +44.3% | +372.3% | +249.0% |
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