+86.1%
FLEX vs ITW
+4.0%
+82.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | +0.1% | -2.4% | +2.5% | +1.5% |
| 30D | -11.8% | -9.5% | -2.2% | -6.5% |
| 3M | -22.6% | +6.6% | -29.2% | -27.9% |
| 6M | +77.3% | -1.8% | +79.1% | +71.3% |
| YTD | +78.8% | +9.0% | +69.8% | +67.0% |
| 1Y | +86.1% | +3.6% | +82.5% | +74.7% |
| All | +86.1% | +4.0% | +82.0% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling