+478.1%
FLEX vs IYR
+29.8%
+448.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +7.0% | -0.4% | +7.4% | +7.2% |
| 30D | -5.8% | -2.5% | -3.3% | -4.5% |
| 3M | -24.2% | +1.5% | -25.7% | -25.9% |
| 6M | +90.8% | +3.9% | +86.9% | +84.1% |
| YTD | +89.2% | +9.5% | +79.7% | +76.3% |
| 1Y | +104.7% | +7.5% | +97.3% | +92.8% |
| 3Y | +478.1% | +30.8% | +447.3% | +359.4% |
| All | +478.1% | +29.8% | +448.3% | +359.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling