+667.4%
NFLX vs IGV
+363.9%
+303.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -8.1% | -5.4% | -2.7% | -3.6% |
| 30D | +1.6% | -2.6% | +4.2% | +3.1% |
| 3M | -7.3% | +10.5% | -17.8% | -16.0% |
| 6M | -21.6% | +18.2% | -39.8% | -35.0% |
| YTD | -18.9% | -4.2% | -14.7% | -19.3% |
| 1Y | -39.1% | -9.8% | -29.3% | -36.4% |
| 3Y | +71.7% | +39.1% | +32.5% | +14.2% |
| 5Y | +27.0% | +21.2% | +5.7% | -2.8% |
| All | +667.4% | +363.9% | +303.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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