+27.2%
NFLX vs ICE
+39.3%
-12.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -8.1% | -0.9% | -7.2% | -7.6% |
| 30D | -0.3% | +4.0% | -4.3% | -2.8% |
| 3M | -6.6% | +11.0% | -17.6% | -13.0% |
| 6M | -22.7% | -5.0% | -17.7% | -20.5% |
| YTD | -18.9% | -2.7% | -16.2% | -18.6% |
| 1Y | -39.8% | -8.6% | -31.2% | -37.0% |
| 3Y | +71.7% | +41.4% | +30.3% | +26.4% |
| 5Y | +27.2% | +39.9% | -12.6% | -7.5% |
| All | +27.2% | +39.3% | -12.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling