+726.2%
FLEX vs IVZ
+63.4%
+662.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.6% |
| 7D | +7.0% | +1.1% | +5.9% | +6.2% |
| 30D | -5.8% | +3.1% | -8.9% | -7.5% |
| 3M | -24.2% | +18.2% | -42.4% | -31.1% |
| 6M | +90.8% | +38.6% | +52.2% | +59.3% |
| YTD | +89.2% | +25.9% | +63.3% | +65.0% |
| 1Y | +104.7% | +51.7% | +53.0% | +61.0% |
| 3Y | +478.1% | +138.7% | +339.4% | +243.2% |
| 5Y | +726.2% | +62.8% | +663.4% | +466.3% |
| All | +726.2% | +63.4% | +662.8% | +466.3% |
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 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