-39.3%
NFLX vs IBM
-13.0%
-26.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.5% |
| 7D | +7.1% | +0.4% | +6.7% | +7.0% |
| 30D | -1.6% | +14.8% | -16.4% | -3.5% |
| 3M | -9.8% | +8.9% | -18.7% | -10.8% |
| 6M | -27.1% | +12.4% | -39.5% | -30.1% |
| YTD | -29.2% | -12.4% | -16.8% | -30.1% |
| 1Y | -39.3% | -13.3% | -26.0% | -40.3% |
| All | -39.3% | -13.0% | -26.2% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling