+149.7%
IWM vs NFLX
+450.6%
-300.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +0.3% | -0.3% | +0.5% | +0.3% |
| 30D | +0.6% | -10.0% | +10.6% | +2.7% |
| 3M | -6.2% | -17.1% | +10.9% | -2.9% |
| 6M | -0.8% | -27.7% | +26.9% | +5.3% |
| YTD | +14.8% | -32.5% | +47.3% | +22.7% |
| 1Y | +16.1% | -43.5% | +59.7% | +28.8% |
| 3Y | +71.5% | +41.4% | +30.1% | +52.7% |
| 5Y | +25.8% | -2.2% | +28.0% | +13.3% |
| All | +149.7% | +450.6% | -300.9% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 NFLX 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