+651.7%
FLEX vs IRM
+514.0%
+137.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.0% |
| 7D | +2.2% | -5.3% | +7.5% | +5.8% |
| 30D | -32.6% | -2.3% | -30.3% | -31.2% |
| 3M | -35.5% | -7.4% | -28.1% | -32.0% |
| 6M | -45.6% | -12.2% | -33.3% | -40.9% |
| YTD | +30.7% | +38.6% | -7.9% | +12.3% |
| 1Y | +28.4% | +14.9% | +13.5% | +21.1% |
| 3Y | +301.7% | +108.2% | +193.5% | +171.0% |
| 5Y | +473.3% | +183.8% | +289.4% | +225.3% |
| 10Y | +651.7% | +512.6% | +139.1% | +176.2% |
| All | +651.7% | +514.0% | +137.8% | +176.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling