-48.2%
FLEX vs IRM
-18.3%
-29.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +3.4% |
| 7D | -19.3% | -8.6% | -10.7% | -10.3% |
| 30D | -41.5% | -8.0% | -33.6% | -35.0% |
| 3M | -43.1% | -12.0% | -31.1% | -33.3% |
| 6M | -48.2% | -18.2% | -30.1% | -34.8% |
| All | -48.2% | -18.3% | -29.9% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling