+26.7%
NFLX vs IBM
+112.8%
-86.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | +3.5% | -1.5% | +5.0% | +3.7% |
| 3M | -7.1% | -16.8% | +9.7% | -5.5% |
| 6M | -22.5% | -9.0% | -13.4% | -22.7% |
| YTD | -18.1% | -20.1% | +1.9% | -17.0% |
| 1Y | -38.3% | -7.0% | -31.3% | -39.3% |
| 3Y | +73.4% | +72.4% | +1.0% | +56.1% |
| 5Y | +26.7% | +112.0% | -85.3% | +19.0% |
| All | +26.7% | +112.8% | -86.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling