+69.6%
IWM vs FLEX
+281.5%
-211.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.5% |
| 7D | +1.4% | +7.5% | -6.0% | -0.2% |
| 30D | +2.3% | -25.3% | +27.6% | +7.7% |
| 3M | -8.3% | -39.7% | +31.4% | +0.6% |
| 6M | -1.3% | -47.9% | +46.5% | +10.3% |
| YTD | +13.5% | +24.1% | -10.6% | -3.9% |
| 1Y | +18.4% | +26.0% | -7.6% | -0.8% |
| 3Y | +69.6% | +282.7% | -213.1% | -6.4% |
| All | +69.6% | +281.5% | -211.9% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling