+448.1%
NFLX vs IBM
+143.8%
+304.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | -0.3% | -2.2% | +2.0% | +0.3% |
| 30D | -10.0% | +7.7% | -17.7% | -11.7% |
| 3M | -17.1% | +3.5% | -20.6% | -17.9% |
| 6M | -27.7% | +7.2% | -34.9% | -30.9% |
| YTD | -32.5% | -15.8% | -16.8% | -31.7% |
| 1Y | -43.5% | -19.3% | -24.2% | -42.2% |
| 3Y | +41.4% | +78.0% | -36.5% | +12.2% |
| 5Y | -2.2% | +143.0% | -145.3% | -30.4% |
| 10Y | +448.1% | +139.9% | +308.2% | +267.6% |
| All | +448.1% | +143.8% | +304.3% | +267.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling