+667.3%
IWM vs NFLX
+54,109.9%
-53,442.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.2% |
| 7D | +2.8% | -4.4% | +7.1% | +3.4% |
| 30D | +0.6% | -11.0% | +11.7% | +2.3% |
| 3M | -7.8% | -15.5% | +7.7% | -5.7% |
| 6M | -1.0% | -28.5% | +27.5% | +3.5% |
| YTD | +13.9% | -33.1% | +47.0% | +19.6% |
| 1Y | +15.4% | -45.8% | +61.3% | +24.9% |
| 3Y | +70.2% | +40.2% | +30.1% | +58.5% |
| 5Y | +23.7% | -8.2% | +31.8% | +17.4% |
| 10Y | +147.8% | +446.2% | -298.4% | +79.3% |
| All | +667.3% | +54,109.9% | -53,442.6% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling