+25.0%
FLEX vs IVZ
+30.5%
-5.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.2% | -16.5% | -15.1% |
| 7D | -17.0% | +2.6% | -19.6% | -18.6% |
| 30D | -33.8% | -3.5% | -30.4% | -32.3% |
| 3M | -39.0% | -7.4% | -31.7% | -35.8% |
| 6M | -15.9% | +14.7% | -30.6% | -22.1% |
| YTD | +27.8% | +14.6% | +13.2% | +13.4% |
| 1Y | +25.0% | +30.7% | -5.7% | +0.1% |
| All | +25.0% | +30.5% | -5.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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