+4,127.5%
FLEX vs IRM
+9,964.6%
-5,837.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -10.1% | -8.1% | -2.1% | -6.5% |
| 3M | -31.3% | -9.7% | -21.7% | -27.8% |
| 6M | +71.3% | +10.0% | +61.3% | +64.8% |
| YTD | +81.2% | +43.0% | +38.2% | +53.8% |
| 1Y | +98.5% | +32.7% | +65.8% | +73.6% |
| 3Y | +428.2% | +102.7% | +325.5% | +273.2% |
| 5Y | +657.3% | +187.6% | +469.7% | +348.1% |
| 10Y | +995.9% | +420.1% | +575.8% | +373.4% |
| All | +4,127.5% | +9,964.6% | -5,837.1% | +671.2% |
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