+424.8%
FLEX vs IRM
+187.5%
+237.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | +7.5% | +6.8% | +0.7% | +3.5% |
| 30D | -25.3% | +2.6% | -27.9% | -25.8% |
| 3M | -39.7% | -9.5% | -30.2% | -35.5% |
| 6M | -47.9% | -8.5% | -39.4% | -44.5% |
| YTD | +24.1% | +40.3% | -16.2% | +6.0% |
| 1Y | +26.0% | +28.7% | -2.7% | +12.3% |
| 3Y | +282.7% | +111.8% | +170.9% | +147.1% |
| All | +424.8% | +187.5% | +237.3% | +189.9% |
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