+40,642.1%
NFLX vs IAG
+368.9%
+40,273.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.7% |
| 7D | -5.0% | +4.3% | -9.3% | -5.3% |
| 30D | +3.5% | +9.8% | -6.2% | +2.6% |
| 3M | -7.1% | +28.9% | -36.0% | -9.4% |
| 6M | -22.5% | -7.6% | -14.9% | -22.6% |
| YTD | -18.1% | +22.0% | -40.1% | -20.5% |
| 1Y | -38.3% | +99.5% | -137.8% | -42.8% |
| 3Y | +73.4% | +818.3% | -744.9% | +39.0% |
| 5Y | +26.7% | +785.9% | -759.2% | -0.5% |
| 10Y | +670.3% | +381.1% | +289.2% | +498.9% |
| All | +40,642.1% | +368.9% | +40,273.3% | +19,525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling