+64.2%
IWM vs FLEX
+254.3%
-190.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | 0.0% |
| 7D | -2.0% | -19.3% | +17.3% | +2.0% |
| 30D | -1.5% | -41.5% | +40.1% | +9.4% |
| 3M | -8.0% | -43.1% | +35.1% | +2.3% |
| 6M | -4.1% | -48.2% | +44.1% | +7.2% |
| YTD | +11.9% | +15.5% | -3.6% | -3.8% |
| 1Y | +15.0% | +10.2% | +4.8% | 0.0% |
| 3Y | +64.2% | +256.8% | -192.6% | -8.6% |
| All | +64.2% | +254.3% | -190.1% | -8.6% |
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