+306.5%
FLEX vs IYR
+700.6%
-394.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | -0.9% | -1.2% | +0.4% | +0.1% |
| 30D | -10.1% | -2.9% | -7.3% | -8.2% |
| 3M | -31.3% | +0.8% | -32.2% | -32.7% |
| 6M | +71.3% | +1.9% | +69.4% | +67.3% |
| YTD | +81.2% | +9.6% | +71.6% | +66.5% |
| 1Y | +98.5% | +8.1% | +90.4% | +84.1% |
| 3Y | +428.2% | +29.2% | +399.0% | +319.3% |
| 5Y | +657.3% | +4.3% | +653.0% | +612.3% |
| 10Y | +995.9% | +64.7% | +931.2% | +625.8% |
| All | +306.5% | +700.6% | -394.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling