+452.9%
NFLX vs IBM
+140.2%
+312.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.5% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -11.0% | +6.8% | -17.8% | -12.5% |
| 3M | -15.5% | +4.4% | -19.9% | -16.5% |
| 6M | -28.5% | +13.2% | -41.7% | -32.7% |
| YTD | -33.1% | -15.1% | -18.0% | -32.4% |
| 1Y | -45.8% | -20.2% | -25.6% | -44.4% |
| 3Y | +40.2% | +79.3% | -39.1% | +11.1% |
| 5Y | -8.2% | +147.5% | -155.6% | -35.0% |
| All | +452.9% | +140.2% | +312.7% | +270.9% |
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