+2,948.5%
FLEX vs IRM
+9,658.3%
-6,709.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.1% |
| 7D | +2.2% | -5.3% | +7.5% | +5.4% |
| 30D | -32.6% | -2.3% | -30.3% | -31.4% |
| 3M | -35.5% | -7.4% | -28.1% | -32.4% |
| 6M | -45.6% | -12.2% | -33.3% | -41.3% |
| YTD | +30.7% | +38.6% | -7.9% | +13.6% |
| 1Y | +28.4% | +14.9% | +13.5% | +21.5% |
| 3Y | +301.7% | +108.2% | +193.5% | +183.0% |
| 5Y | +473.3% | +183.8% | +289.4% | +245.5% |
| 10Y | +651.7% | +512.6% | +139.1% | +206.5% |
| All | +2,948.5% | +9,658.3% | -6,709.8% | +469.7% |
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