+1,060.6%
FLEX vs IRM
+407.3%
+653.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | +7.0% | +1.6% | +5.3% | +6.1% |
| 30D | -5.8% | -4.2% | -1.6% | -3.6% |
| 3M | -24.2% | -5.4% | -18.8% | -21.9% |
| 6M | +90.8% | +12.0% | +78.8% | +81.5% |
| YTD | +89.2% | +42.0% | +47.1% | +59.3% |
| 1Y | +104.7% | +29.9% | +74.8% | +79.3% |
| 3Y | +478.1% | +104.4% | +373.7% | +292.8% |
| 5Y | +726.2% | +191.0% | +535.2% | +363.2% |
| 10Y | +1,060.6% | +417.1% | +643.5% | +362.2% |
| All | +1,060.6% | +407.3% | +653.3% | +362.2% |
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