+310.3%
IVV vs FLEX
+608.2%
-297.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.5% |
| 7D | +2.6% | +7.5% | -4.9% | +0.7% |
| 30D | -2.0% | -25.3% | +23.3% | +3.6% |
| 3M | -2.8% | -39.7% | +36.9% | +7.4% |
| 6M | +2.2% | -47.9% | +50.0% | +15.1% |
| YTD | +11.5% | +24.1% | -12.6% | -2.9% |
| 1Y | +13.5% | +26.0% | -12.5% | -2.0% |
| 3Y | +78.1% | +282.7% | -204.6% | +8.5% |
| 5Y | +73.1% | +424.2% | -351.1% | -5.6% |
| All | +310.3% | +608.2% | -297.8% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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