+670.3%
NFLX vs IBB
+122.6%
+547.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.4% |
| 7D | -5.0% | -1.7% | -3.3% | -3.9% |
| 30D | +3.5% | +4.9% | -1.3% | -0.1% |
| 3M | -7.1% | +24.2% | -31.3% | -20.6% |
| 6M | -22.5% | +23.8% | -46.3% | -34.1% |
| YTD | -18.1% | +23.0% | -41.1% | -30.5% |
| 1Y | -38.3% | +46.2% | -84.5% | -54.2% |
| 3Y | +73.4% | +64.8% | +8.6% | +13.3% |
| 5Y | +26.7% | +20.9% | +5.8% | +4.9% |
| 10Y | +670.3% | +121.6% | +548.7% | +330.2% |
| All | +670.3% | +122.6% | +547.7% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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