+416.7%
FLEX vs IRM
+168.2%
+248.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.0% |
| 7D | -19.3% | -8.6% | -10.7% | -14.7% |
| 30D | -41.5% | -8.0% | -33.6% | -38.2% |
| 3M | -43.1% | -12.0% | -31.1% | -38.2% |
| 6M | -48.2% | -18.2% | -30.1% | -41.4% |
| YTD | +15.5% | +31.4% | -15.9% | +2.4% |
| 1Y | +10.2% | +9.2% | +1.0% | +7.1% |
| 3Y | +256.8% | +94.6% | +162.2% | +142.4% |
| All | +416.7% | +168.2% | +248.5% | +190.9% |
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