+741.9%
IWM vs FLEX
+264.9%
+477.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.6% | -0.3% |
| 7D | -2.0% | -19.3% | +17.3% | +3.3% |
| 30D | -1.5% | -41.5% | +40.1% | +12.6% |
| 3M | -8.0% | -43.1% | +35.1% | +5.3% |
| 6M | -4.1% | -48.2% | +44.1% | +10.6% |
| YTD | +11.9% | +15.5% | -3.6% | -0.6% |
| 1Y | +15.0% | +10.2% | +4.8% | +3.1% |
| 3Y | +64.2% | +256.8% | -192.6% | +2.2% |
| 5Y | +20.4% | +408.2% | -387.8% | -33.0% |
| 10Y | +168.0% | +580.8% | -412.8% | +26.3% |
| All | +741.9% | +264.9% | +477.0% | +189.8% |
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