+2,593.8%
FLEX vs IRM
+9,145.3%
-6,551.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.1% |
| 7D | -19.3% | -8.6% | -10.7% | -15.6% |
| 30D | -41.5% | -8.0% | -33.6% | -38.8% |
| 3M | -43.1% | -12.0% | -31.1% | -39.0% |
| 6M | -48.2% | -18.2% | -30.1% | -42.4% |
| YTD | +15.5% | +31.4% | -15.9% | +2.8% |
| 1Y | +10.2% | +9.2% | +1.1% | +6.7% |
| 3Y | +256.8% | +94.6% | +162.3% | +159.1% |
| 5Y | +408.2% | +170.2% | +238.1% | +213.1% |
| 10Y | +580.9% | +464.3% | +116.6% | +187.7% |
| All | +2,593.8% | +9,145.3% | -6,551.6% | +415.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling