+776.1%
IVV vs FLEX
+478.4%
+297.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +0.1% | -10.1% | +10.2% | +2.2% |
| 3M | +2.0% | -31.3% | +33.3% | +9.3% |
| 6M | +13.0% | +71.3% | -58.2% | -3.7% |
| YTD | +13.6% | +81.2% | -67.7% | -5.0% |
| 1Y | +20.1% | +98.5% | -78.4% | -2.2% |
| 3Y | +77.6% | +428.2% | -350.6% | +12.7% |
| 5Y | +82.5% | +657.3% | -574.8% | +5.4% |
| 10Y | +316.5% | +995.9% | -679.4% | +104.7% |
| All | +776.1% | +478.4% | +297.7% | +231.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling