+687.9%
NFLX vs IBM
+140.9%
+547.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.3% | -1.7% |
| 7D | -8.1% | +3.6% | -11.7% | -8.9% |
| 30D | -0.3% | +1.5% | -1.9% | -0.7% |
| 3M | -6.6% | -12.9% | +6.3% | -4.9% |
| 6M | -22.7% | -3.9% | -18.8% | -24.0% |
| YTD | -18.9% | -17.3% | -1.6% | -17.5% |
| 1Y | -39.8% | -5.0% | -34.8% | -41.4% |
| 3Y | +71.7% | +78.2% | -6.5% | +37.7% |
| 5Y | +27.2% | +120.6% | -93.4% | -5.4% |
| 10Y | +687.9% | +144.5% | +543.4% | +489.4% |
| All | +687.9% | +140.9% | +547.0% | +489.4% |
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