-2.2%
NFLX vs ICE
+39.4%
-41.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.9% |
| 7D | -0.3% | +3.2% | -3.4% | -2.2% |
| 30D | -10.0% | +12.9% | -22.9% | -17.0% |
| 3M | -17.1% | +17.5% | -34.6% | -25.5% |
| 6M | -27.7% | +14.0% | -41.7% | -34.0% |
| YTD | -32.5% | +10.0% | -42.5% | -37.6% |
| 1Y | -43.5% | +19.5% | -63.1% | -50.9% |
| 3Y | +41.4% | +66.8% | -25.3% | -7.8% |
| 5Y | -2.2% | +40.3% | -42.6% | -33.2% |
| All | -2.2% | +39.4% | -41.7% | -33.2% |
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 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