+75.6%
IVV vs FLEX
+499.5%
-423.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.5% |
| 7D | -0.9% | +2.2% | -3.2% | -1.6% |
| 30D | -2.3% | -32.6% | +30.3% | +4.8% |
| 3M | -1.2% | -35.5% | +34.3% | +6.6% |
| 6M | +3.3% | -45.6% | +48.9% | +14.0% |
| YTD | +12.3% | +30.7% | -18.4% | -4.3% |
| 1Y | +12.5% | +28.4% | -15.8% | -4.1% |
| 3Y | +79.2% | +301.7% | -222.5% | -0.3% |
| 5Y | +75.6% | +473.3% | -397.6% | -19.4% |
| All | +75.6% | +499.5% | -423.9% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling