-39.3%
NFLX vs ICE
+21.0%
-60.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.3% | +3.7% |
| 7D | +7.1% | +12.2% | -5.1% | +1.8% |
| 30D | -1.6% | +15.0% | -16.6% | -7.5% |
| 3M | -9.8% | +17.6% | -27.4% | -15.8% |
| 6M | -27.1% | +12.6% | -39.7% | -31.6% |
| YTD | -29.2% | +9.1% | -38.3% | -33.5% |
| 1Y | -39.3% | +20.6% | -59.9% | -44.2% |
| All | -39.3% | +21.0% | -60.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling