+681.4%
NFLX vs IAG
+427.6%
+253.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | +4.3% | +12.1% | -7.8% | +3.1% |
| 3M | -4.8% | +25.5% | -30.3% | -7.2% |
| 6M | -18.4% | -7.1% | -11.3% | -18.6% |
| YTD | -17.4% | +22.9% | -40.3% | -20.3% |
| 1Y | -35.7% | +83.3% | -119.0% | -40.6% |
| 3Y | +73.8% | +808.5% | -734.7% | +35.0% |
| 5Y | +29.3% | +838.0% | -808.7% | -2.5% |
| All | +681.4% | +427.6% | +253.8% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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