+306.5%
IVV vs FLEX
+569.0%
-262.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.2% | -0.7% |
| 7D | -2.7% | -19.3% | +16.6% | +1.7% |
| 30D | -5.4% | -41.5% | +36.2% | +5.9% |
| 3M | -4.1% | -43.1% | +39.1% | +7.6% |
| 6M | +0.7% | -48.2% | +48.9% | +13.6% |
| YTD | +8.7% | +15.5% | -6.7% | -3.6% |
| 1Y | +11.0% | +10.2% | +0.8% | -0.8% |
| 3Y | +75.4% | +256.8% | -181.4% | +8.8% |
| 5Y | +68.3% | +408.2% | -339.9% | -7.6% |
| All | +306.5% | +569.0% | -262.5% | +87.7% |
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