+25.0%
FLEX vs IRE
-97.6%
+122.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -23.2% | +10.9% | -8.4% |
| 7D | -17.0% | -46.8% | +29.9% | -8.8% |
| 30D | -33.8% | -75.5% | +41.7% | -19.1% |
| 3M | -39.0% | -79.4% | +40.4% | -25.3% |
| 6M | -15.9% | -91.3% | +75.4% | +8.6% |
| YTD | +27.8% | -90.8% | +118.7% | +53.9% |
| 1Y | +25.0% | -97.7% | +122.7% | +67.5% |
| All | +25.0% | -97.6% | +122.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling