+45.9%
NFLX vs IBM
+81.7%
-35.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | +2.1% | -5.0% | +7.1% | +3.0% |
| 30D | -9.0% | +11.1% | -20.1% | -10.7% |
| 3M | -14.0% | +5.7% | -19.7% | -14.8% |
| 6M | -28.2% | +10.1% | -38.3% | -31.1% |
| YTD | -32.4% | -15.6% | -16.8% | -31.9% |
| 1Y | -42.2% | -19.5% | -22.7% | -41.3% |
| 3Y | +45.9% | +80.4% | -34.5% | +12.0% |
| All | +45.9% | +81.7% | -35.9% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling