+806.5%
FLEX vs IR
+288.5%
+518.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | -0.9% | -2.8% | +1.9% | +0.7% |
| 30D | -10.1% | -15.1% | +5.0% | -1.5% |
| 3M | -31.3% | +6.1% | -37.4% | -34.0% |
| 6M | +71.3% | -16.8% | +88.1% | +89.2% |
| YTD | +81.2% | -3.5% | +84.8% | +82.9% |
| 1Y | +98.5% | -3.5% | +102.0% | +99.8% |
| 3Y | +428.2% | +9.5% | +418.8% | +391.3% |
| 5Y | +657.3% | +45.1% | +612.2% | +497.5% |
| All | +806.5% | +288.5% | +518.0% | +418.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling