+449.4%
FLEX vs IVZ
+144.8%
+304.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | -0.9% | +0.6% | -1.5% | -1.3% |
| 30D | -10.1% | +4.0% | -14.2% | -12.2% |
| 3M | -31.3% | +18.2% | -49.5% | -37.7% |
| 6M | +71.3% | +32.8% | +38.4% | +45.6% |
| YTD | +81.2% | +28.7% | +52.5% | +55.2% |
| 1Y | +98.5% | +55.4% | +43.1% | +52.7% |
| All | +449.4% | +144.8% | +304.6% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling