+478.1%
FLEX vs ITW
+21.4%
+456.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.7% |
| 7D | +7.0% | -0.4% | +7.4% | +7.3% |
| 30D | -5.8% | -9.4% | +3.6% | +0.7% |
| 3M | -24.2% | +7.1% | -31.3% | -28.9% |
| 6M | +90.8% | -1.9% | +92.7% | +90.4% |
| YTD | +89.2% | +10.4% | +78.7% | +73.7% |
| 1Y | +104.7% | +3.3% | +101.4% | +96.5% |
| 3Y | +478.1% | +21.0% | +457.1% | +409.4% |
| All | +478.1% | +21.4% | +456.7% | +409.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling