+626.9%
FLEX vs IYR
+86.1%
+540.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | -13.6% | +2.1% | -15.7% | -15.3% |
| 30D | -36.5% | +7.2% | -43.7% | -40.5% |
| 3M | -36.4% | +0.4% | -36.8% | -37.0% |
| 6M | -46.5% | +1.4% | -47.9% | -48.1% |
| YTD | +25.9% | +11.3% | +14.6% | +12.6% |
| 1Y | +19.6% | +10.5% | +9.1% | +7.6% |
| 3Y | +287.0% | +41.7% | +245.3% | +171.2% |
| 5Y | +466.6% | +7.1% | +459.5% | +415.8% |
| 10Y | +626.9% | +89.1% | +537.9% | +330.9% |
| All | +626.9% | +86.1% | +540.8% | +330.9% |
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