+1,060.6%
FLEX vs IVZ
+61.1%
+999.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.6% |
| 7D | +7.0% | +1.1% | +5.9% | +6.3% |
| 30D | -5.8% | +3.1% | -8.9% | -7.4% |
| 3M | -24.2% | +18.2% | -42.4% | -30.8% |
| 6M | +90.8% | +38.6% | +52.2% | +60.4% |
| YTD | +89.2% | +25.9% | +63.3% | +66.1% |
| 1Y | +104.7% | +51.7% | +53.0% | +62.5% |
| 3Y | +478.1% | +138.7% | +339.4% | +250.8% |
| 5Y | +726.2% | +62.8% | +663.4% | +489.0% |
| 10Y | +1,060.6% | +60.9% | +999.7% | +632.9% |
| All | +1,060.6% | +61.1% | +999.5% | +632.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling