+681.4%
NFLX vs IEF
+3.8%
+677.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -1.1% | -1.3% | +0.3% | -1.1% |
| 30D | +4.3% | -1.7% | +6.0% | +4.3% |
| 3M | -4.8% | -2.5% | -2.2% | -4.8% |
| 6M | -18.4% | -3.3% | -15.2% | -18.4% |
| YTD | -17.4% | -2.8% | -14.6% | -17.4% |
| 1Y | -35.7% | -2.7% | -33.0% | -35.7% |
| 3Y | +73.8% | +8.9% | +64.9% | +73.8% |
| 5Y | +29.3% | -9.4% | +38.7% | +14.6% |
| All | +681.4% | +3.8% | +677.6% | +805.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling