+182.4%
FLEX vs IYR
+713.1%
-530.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | -13.6% | +2.1% | -15.7% | -15.2% |
| 30D | -36.5% | +7.2% | -43.7% | -40.2% |
| 3M | -36.4% | +0.4% | -36.8% | -36.9% |
| 6M | -46.5% | +1.4% | -47.9% | -48.0% |
| YTD | +25.9% | +11.3% | +14.6% | +13.9% |
| 1Y | +19.6% | +10.5% | +9.1% | +8.8% |
| 3Y | +287.0% | +41.7% | +245.3% | +184.3% |
| 5Y | +466.6% | +7.1% | +459.5% | +420.7% |
| 10Y | +626.9% | +89.1% | +537.9% | +332.6% |
| All | +182.4% | +713.1% | -530.7% | -68.2% |
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