+15,719.4%
NFLX vs ICE
+2,591.0%
+13,128.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -4.4% | +2.2% | -6.6% | -5.0% |
| 30D | -11.0% | +13.7% | -24.7% | -14.6% |
| 3M | -15.5% | +17.9% | -33.4% | -19.8% |
| 6M | -28.5% | +15.0% | -43.4% | -31.6% |
| YTD | -33.1% | +10.9% | -44.1% | -35.5% |
| 1Y | -45.8% | +17.0% | -62.8% | -48.7% |
| 3Y | +40.2% | +68.2% | -28.0% | +18.6% |
| 5Y | -8.2% | +40.4% | -48.6% | -17.9% |
| 10Y | +446.2% | +259.3% | +186.9% | +274.1% |
| All | +15,719.4% | +2,591.0% | +13,128.4% | +7,273.0% |
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