+416.7%
FLEX vs IVZ
+27.3%
+389.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -19.3% | -2.4% | -16.9% | -18.1% |
| 30D | -41.5% | -11.2% | -30.3% | -37.1% |
| 3M | -43.1% | -14.0% | -29.1% | -37.7% |
| 6M | -48.2% | +0.5% | -48.7% | -48.1% |
| YTD | +15.5% | +5.4% | +10.1% | +11.8% |
| 1Y | +10.2% | +19.5% | -9.2% | -0.6% |
| 3Y | +256.8% | +128.7% | +128.1% | +116.0% |
| All | +416.7% | +27.3% | +389.4% | +338.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling