+25.0%
IWM vs FLEX
+104.3%
-79.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.1% |
| 7D | +1.4% | +7.0% | -5.6% | +0.4% |
| 30D | -2.3% | -5.8% | +3.5% | -1.6% |
| 3M | +4.0% | -24.2% | +28.2% | +7.3% |
| 6M | +17.9% | +90.8% | -72.9% | -0.7% |
| YTD | +20.2% | +89.2% | -69.0% | +0.7% |
| 1Y | +25.0% | +104.7% | -79.7% | +1.9% |
| All | +25.0% | +104.3% | -79.3% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling