+86.1%
FLEX vs IYR
+5.4%
+80.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | +0.1% | -2.8% | +2.9% | +0.6% |
| 30D | -11.8% | -2.5% | -9.2% | -11.5% |
| 3M | -22.6% | -3.0% | -19.6% | -23.1% |
| 6M | +77.3% | +1.6% | +75.7% | +68.6% |
| YTD | +78.8% | +7.3% | +71.5% | +68.7% |
| 1Y | +86.1% | +5.6% | +80.5% | +72.3% |
| All | +86.1% | +5.4% | +80.7% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling