+73.4%
NFLX vs ICE
+41.9%
+31.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.9% |
| 7D | -5.0% | -1.2% | -3.8% | -4.5% |
| 30D | +3.5% | +5.0% | -1.4% | +1.2% |
| 3M | -7.1% | +13.9% | -21.0% | -12.8% |
| 6M | -22.5% | -4.4% | -18.1% | -21.3% |
| YTD | -18.1% | -1.9% | -16.2% | -18.3% |
| 1Y | -38.3% | -8.1% | -30.2% | -36.4% |
| 3Y | +73.4% | +42.5% | +30.9% | +44.5% |
| All | +73.4% | +41.9% | +31.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling