+65,302.9%
NFLX vs IBM
+467.4%
+64,835.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.4% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | +5.5% | +0.3% | +5.2% | +5.2% |
| 3M | -4.1% | -21.6% | +17.5% | +3.9% |
| 6M | -20.7% | -4.7% | -16.0% | -23.3% |
| YTD | -16.5% | -19.1% | +2.5% | -13.5% |
| 1Y | -37.8% | -2.5% | -35.3% | -41.9% |
| 3Y | +77.9% | +74.2% | +3.7% | +18.7% |
| 5Y | +32.5% | +113.1% | -80.6% | -23.6% |
| 10Y | +703.6% | +133.5% | +570.0% | +300.6% |
| All | +65,302.9% | +467.4% | +64,835.5% | +10,270.0% |
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 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