+652.8%
FLEX vs IVZ
+41.1%
+611.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.2% |
| 7D | +2.2% | -2.8% | +5.0% | +4.4% |
| 30D | -32.6% | -2.2% | -30.5% | -31.5% |
| 3M | -35.5% | -8.1% | -27.4% | -32.1% |
| 6M | -45.6% | +3.8% | -49.3% | -46.4% |
| YTD | +30.7% | +11.5% | +19.2% | +23.2% |
| 1Y | +28.4% | +23.7% | +4.7% | +14.3% |
| 3Y | +301.7% | +145.8% | +155.9% | +141.4% |
| 5Y | +473.3% | +36.1% | +437.1% | +354.3% |
| All | +652.8% | +41.1% | +611.7% | +412.1% |
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 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