+4,744.0%
FLEX vs IVZ
+1,117.8%
+3,626.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -10.1% | +4.0% | -14.2% | -12.0% |
| 3M | -31.3% | +18.2% | -49.5% | -37.1% |
| 6M | +71.3% | +32.8% | +38.4% | +47.9% |
| YTD | +81.2% | +28.7% | +52.5% | +57.9% |
| 1Y | +98.5% | +55.4% | +43.1% | +56.5% |
| 3Y | +428.2% | +135.2% | +293.0% | +226.6% |
| 5Y | +657.3% | +64.2% | +593.1% | +444.5% |
| 10Y | +995.9% | +64.6% | +931.3% | +605.4% |
| All | +4,744.0% | +1,117.8% | +3,626.2% | +1,524.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling