+12.0%
FLEX vs IRE
-97.2%
+109.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +39.6% | -35.0% | -2.1% |
| 7D | -19.3% | -27.2% | +7.9% | -16.7% |
| 30D | -41.5% | -75.1% | +33.6% | -29.8% |
| 3M | -43.1% | -77.9% | +34.8% | -32.2% |
| 6M | -48.2% | -94.6% | +46.4% | -30.6% |
| YTD | +15.5% | -91.5% | +107.0% | +38.3% |
| 1Y | +10.2% | -97.8% | +108.0% | +47.8% |
| All | +12.0% | -97.2% | +109.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling