+652.8%
FLEX vs IYR
+88.3%
+564.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +4.0% |
| 7D | +2.2% | -1.2% | +3.4% | +3.6% |
| 30D | -32.6% | +6.1% | -38.7% | -36.3% |
| 3M | -35.5% | +0.9% | -36.4% | -36.3% |
| 6M | -45.6% | +1.2% | -46.7% | -47.1% |
| YTD | +30.7% | +11.1% | +19.6% | +17.0% |
| 1Y | +28.4% | +9.0% | +19.4% | +17.0% |
| 3Y | +301.7% | +41.4% | +260.2% | +181.9% |
| 5Y | +473.3% | +6.7% | +466.6% | +423.7% |
| All | +652.8% | +88.3% | +564.5% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling