+3,357.7%
FLEX vs IVZ
+964.6%
+2,393.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.8% | +5.3% | +8.5% |
| 7D | -7.2% | +4.1% | -11.3% | -8.9% |
| 30D | -34.8% | -2.0% | -32.7% | -33.7% |
| 3M | -35.6% | -7.8% | -27.7% | -32.4% |
| 6M | -45.0% | +6.3% | -51.3% | -46.5% |
| YTD | +29.4% | +12.6% | +16.8% | +21.6% |
| 1Y | +24.8% | +27.6% | -2.8% | +9.7% |
| 3Y | +304.4% | +154.0% | +150.4% | +142.0% |
| 5Y | +484.1% | +37.3% | +446.8% | +366.5% |
| 10Y | +640.4% | +50.5% | +589.9% | +403.7% |
| All | +3,357.7% | +964.6% | +2,393.1% | +1,150.5% |
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