+19,645.8%
NFLX vs ICE
+2,331.7%
+17,314.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.7% |
| 7D | -4.2% | -0.7% | -3.6% | -4.1% |
| 30D | +5.5% | +7.6% | -2.2% | +3.1% |
| 3M | -4.1% | +13.9% | -18.0% | -8.0% |
| 6M | -20.7% | -2.4% | -18.3% | -20.3% |
| YTD | -16.5% | +0.3% | -16.8% | -16.9% |
| 1Y | -37.8% | -6.4% | -31.4% | -36.8% |
| 3Y | +77.9% | +43.1% | +34.8% | +58.2% |
| 5Y | +32.5% | +42.1% | -9.6% | +18.4% |
| 10Y | +703.6% | +220.9% | +482.6% | +469.7% |
| All | +19,645.8% | +2,331.7% | +17,314.1% | +9,403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling