+663.2%
FLEX vs IRM
+189.3%
+473.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -10.1% | -8.1% | -2.1% | -5.9% |
| 3M | -31.3% | -9.7% | -21.7% | -27.4% |
| 6M | +71.3% | +10.0% | +61.3% | +64.4% |
| YTD | +81.2% | +43.0% | +38.2% | +52.0% |
| 1Y | +98.5% | +32.7% | +65.8% | +71.8% |
| 3Y | +428.2% | +102.7% | +325.5% | +250.3% |
| All | +663.2% | +189.3% | +473.9% | +314.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling