+166.9%
IWM vs FLEX
+1,059.7%
-892.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.8% |
| 7D | +1.4% | +7.0% | -5.6% | -0.8% |
| 30D | -2.3% | -5.8% | +3.5% | -0.8% |
| 3M | +4.0% | -24.2% | +28.2% | +11.2% |
| 6M | +17.9% | +90.8% | -72.9% | -11.7% |
| YTD | +20.2% | +89.2% | -69.0% | -10.4% |
| 1Y | +25.0% | +104.7% | -79.7% | -10.3% |
| 3Y | +66.0% | +478.1% | -412.1% | -22.0% |
| 5Y | +40.0% | +726.2% | -686.1% | -43.4% |
| 10Y | +166.9% | +1,060.6% | -893.7% | -18.9% |
| All | +166.9% | +1,059.7% | -892.8% | -18.9% |
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