+26.7%
FLEX vs IRE
-97.5%
+124.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.1% | -8.3% | +1.8% |
| 7D | +2.2% | -15.1% | +17.4% | +3.2% |
| 30D | -32.6% | -71.4% | +38.7% | -20.7% |
| 3M | -35.5% | -81.2% | +45.7% | -21.0% |
| 6M | -45.6% | -93.7% | +48.2% | -28.1% |
| YTD | +30.7% | -92.2% | +122.9% | +58.2% |
| 1Y | +28.4% | -97.3% | +125.6% | +68.0% |
| All | +26.7% | -97.5% | +124.2% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling