+98.5%
FLEX vs IRM
+34.4%
+64.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -10.1% | -8.1% | -2.1% | -5.2% |
| 3M | -31.3% | -9.7% | -21.7% | -27.0% |
| 6M | +71.3% | +10.0% | +61.3% | +65.4% |
| YTD | +81.2% | +43.0% | +38.2% | +56.6% |
| 1Y | +98.5% | +32.7% | +65.8% | +76.3% |
| All | +98.5% | +34.4% | +64.1% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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