+3,265.7%
FLEX vs IVZ
+963.1%
+2,302.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -13.6% | +2.2% | -15.8% | -14.4% |
| 30D | -36.5% | -2.2% | -34.3% | -35.4% |
| 3M | -36.4% | -8.4% | -28.0% | -33.1% |
| 6M | -46.5% | +6.2% | -52.6% | -47.9% |
| YTD | +25.9% | +12.4% | +13.5% | +18.4% |
| 1Y | +19.6% | +26.0% | -6.4% | +5.8% |
| 3Y | +287.0% | +147.9% | +139.2% | +134.6% |
| 5Y | +466.6% | +38.8% | +427.8% | +350.2% |
| 10Y | +626.9% | +44.6% | +582.4% | +405.4% |
| All | +3,265.7% | +963.1% | +2,302.6% | +1,118.1% |
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