+448.2%
NFLX vs IEF
+7.3%
+440.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.0% | -2.0% | 0.0% | -1.9% |
| 30D | -11.9% | +0.7% | -12.6% | -11.9% |
| 3M | -20.6% | -2.5% | -18.1% | -20.6% |
| 6M | -29.0% | -2.6% | -26.5% | -29.0% |
| YTD | -33.7% | -3.2% | -30.5% | -33.7% |
| 1Y | -46.2% | -3.0% | -43.1% | -46.2% |
| 3Y | +39.8% | +10.5% | +29.2% | +40.2% |
| 5Y | -9.0% | -8.2% | -0.8% | -18.9% |
| All | +448.2% | +7.3% | +440.8% | +526.7% |
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