+52,774.0%
NFLX vs IBM
+494.8%
+52,279.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -1.5% | +1.3% | +0.5% |
| 30D | -10.0% | +8.4% | -18.4% | -13.3% |
| 3M | -17.1% | +4.2% | -21.3% | -18.9% |
| 6M | -27.7% | +7.9% | -35.6% | -33.8% |
| YTD | -32.5% | -15.2% | -17.3% | -31.8% |
| 1Y | -43.5% | -18.7% | -24.8% | -41.8% |
| 3Y | +41.4% | +79.2% | -37.8% | -6.6% |
| 5Y | -2.2% | +144.7% | -146.9% | -47.2% |
| 10Y | +448.1% | +141.6% | +306.5% | +170.6% |
| All | +52,774.0% | +494.8% | +52,279.1% | +8,085.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling